The USA kick off their World Cup campaign against Group G opponents Ghana on June 16, followed by clashes with powerhouse nations Germany and Portugal.
With pre-tournament favourites Germany and Portugal tipped to advance from the group stages Brazil, Klinsmann understands there is a lot riding on the USA's match against Ghana in Natal.
Speaking to former USA international Alexi Lalas in an interview on ESPN FC on Friday, Klinsmann said: "It's pretty much just like a knockout game anyways.
"We know if we can get the three points (against) Ghana we put ourselves in a very good position for the next game against Portugal in Manaus, in the Amazon.
"Therefore it is very, very crucial we have a good start."
Meanwhile, the German boss has backed youngster Julian Green to make an impact at the showpiece event when called upon.
Green, 18, was a surprise inclusion in Klinsmann's final 23-man squad, having only made his international debut against Mexico in an international friendly in April.
But Klinsmann, who controversially overlooked Landon Donovan for the World Cup finals, has full faith in the Bayern Munich striker.
"We believe in as of today that if we have to bring him he will be able to make a difference and he has the talent and he has the guts to do that," he said.
"And we believe in him that he just goes now and every day being into camp and therefore he deserves to be in the group of players."
The USA have two more international friendlies against Turkey (June 1) and Nigeria (June 7) before flying out to Brazil.
