Wales star Henson, overlooked by Lions head coach Sir Clive Woodward for the first Test, will line up in midfield alongside fellow Grand Slam winner Gareth Thomas.
Henson has made no secret of the misery Woodward's decision caused him, but he knows his rugby must now do the talking.
"It is a horrible thing, rejection - it is not nice," said the 23-year-old.
"You do take a look at yourself and think 'are you as good as you think you are?' but my confidence is really high and I am just looking forward to going out and trying to meet everyone's expectations.
"It was a similar feeling to missing out on selection for the 2003 World Cup. Luckily, there are three Tests in this series, which was in the back of my mind, so I just had to be patient and do my talking on the field.
"I was disappointed not to be in the team last week, and I am just glad to get the chance on Saturday and try to bring it (the series) back to 1-1."
Henson is one of seven new faces on show in a Lions side that contains five of his fellow Grand Slam heroes - Thomas, wing Shane Williams, scrum-half Dwayne Peel, prop Gethin Jenkins and number eight Ryan Jones.
Welsh Six Nations catalyst Stephen Jones is dropped from fly-half duties in favour of Jonny Wilkinson and there is an all-Irish lock combination of Paul O'Connell and Donncha O'Callaghan.
"There are a lot of changes, and it looks like a really exciting back-line, which I am really looking forward to playing in. I am hoping to create a lot of chances for the players outside me," added Henson.
"There is always expectation around me, and I like that. The more pressure on me, the more I like it and the better I play.
"I am just really excited about this game. I hate not being selected for any team, and not being selected for the first Test wasn't nice at all.
"I was disappointed to see the way it went last Saturday. We played below what we are, and I think we are going to put that right this weekend.
"This is going to be the biggest game of my career, and I am just really confident.
"I will just go out there and play the way I normally do. I just want to create things for the backs."
Henson will play despite a niggling and long-standing groin problem which he plans further assessment on after returning home, and which required a pre-tour cortisone injection.
"I've had it all season, and maybe after the tour I will have to have another scan and really make a decision about what I am going to do," he said.
"It's only minor, but it is just there. Maybe through rest, I've been told it will go. It's just getting enough rest."
Having called Henson up, Woodward has no doubt he will relish the opportunity of challenging a star-studded All Blacks back division.
"For all of us, not only Gavin, it is a huge opportunity," said Woodward.
"I've been in these corners before, probably not quite as tight as this one at the moment, and there is only one way to approach it and that is to come out fighting.
"I think Henson has got everything to gain. It's a huge opportunity for him, and he deserves his spot."