Belgium kick off their Group H campaign against Algeria on Tuesday, and are expected to comfortably qualify from a pool that also contains South Korea and Russia.
But coach Wilmots has shunned the idea his men are under any kind of pressure, instead describing the experience was "pure pleasure".
"I never said we were favourites or underdogs," he said. "The players will be hungry and this is what gives us our strength.
"Pressure is when you have a child who is sick and in the hospital. Here, it is pure pleasure."
Belgium are looking to improve on their previous best of finishing fourth at the 1986 tournament in Mexico, but Wilmots is keen to make sure history does not become a burden.
"(Is this) a golden generation? We'll see when we will do something," he added.
"We must close the history book and write our own history."
