He is certain his team is ready for the task as the 49ers seek their sixth Vince Lombardi Trophy. They are 5-0 in Super Bowls.
"These are uncharted waters for a rookie Super Bowl coach," Harbaugh said. "But that's exciting. It's a great thrill, and we have a desire to be in uncharted waters. We always strive for that kind of challenge."
Earlier in the evening, with a team flag waving from an open window of their chartered plane, the 49ers arrived in a businesslike manner. The players calmly walked off the airplane - no video recorders or cameras, no waves to onlookers.
Most of the team's veteran players disembarked first, including center Jonathan Goodwin, who won a Super Bowl three years ago with the Saints.
"You get to go to the Super Bowl with your childhood team, so that's something special to me," he said. "So hopefully I can find a way to win the Super Bowl with my childhood team."
Quarterback Colin Kaepernick, wearing a red wool cap sporting "49ers" on it, mouthed the words to a song on his headphones as he walked on the tarmac.
He seemed just as relaxed 90 minutes later as he met the media.
"Pressure comes from a lack of preparation," said Kaepernick, who took over as the starter when Alex Smith suffered a concussion in November and has been sensational in keeping the job. "This is not a pressure situation. It's a matter of going out and performing."
Harbaugh said the 49ers came to New Orleans on Sunday to simulate a normal week. He likened their trip to his strategy the last two seasons when the 49ers spent a week in Youngstown, Ohio, between games in the East rather than return to the Bay Area.
He liked the way the players and coaches bonded during that experience.
"Same approach," Harbaugh said. "Enjoy the moment and the preparation. I think our team enjoys that the most: the meetings, the preparation, and then, especially, the competition."