The Magpies will compete in the group stages of Europe's premier competition for the first time in 20 years when they face AC Milan at the San Siro on Tuesday.
"It's a big week - an exciting one, one that I'm looking forward to," Wilson told the Footballer's Football Podcast.
"You've got Champions League - first appearances for many in the squad. Then a big game back in the Premier League at the weekend, one that we're expected to win."
Eddie Howe's side will return to Premier League action on Sunday, keen to build on Saturday's 1-0 win over Brentford after a shaky start to the season.
"[It's a] contrast of a week in terms of the San Siro and Bramall Lane," Wilson added.
"We have to make sure the mentality is the same for both because you can't take anything for granted."