After an indifferent World Cup in Australia at the end of last year, the Scots hope to rebuild their confidence under coach Matt Williams who takes charge of his new team for the first time.
Williams has surprised many with his bold selection policy for the trip to the Millennium Stadium and Murray is cautious about raising expectations.
He said: "We obviously want to win every game and championships but we want to play well and get the Scottish public behind us and show them that we do care about Scotland and our performances.
"It's massively important that we got off to a good start and I'd like to say a winning start but it's going to be difficult.
"So although we're looking to win, our main priority is to play well and get the team gelling together.
"There's a nervous excitement in the camp because it's the first game of the championships and, obviously it will be tough but we're just looking to go there and hopefully get all our systems right.
"We've been working on new stuff for weeks on end and we want to see if it works in a game situation.
"But Wales are playing quite well at the moment so it's going to be tough for us."
Murray admitted there has been radical changes since Williams took over but the Edinburgh player is hoping the Scots' preparations will bear fruit immediately.
He said: "Not only has Matt brought in his new systems and line-outs, but we've been learning the new codes at training. So there has been massive changes since he took over the team.
"We've also moved away from Murrayfield and up to Stirling but the boys have dealt with these changes pretty well and so hopefully we can put in a good performance.
"Obviously I can't say what the game plan is going to be but hopefully it will be right on the day of the game."