The Dutch defender will be leading his team in Wednesday’s opening semi-final of the four-nation tournament, against World Cup runners-up Croatia in Rotterdam.
Italy and Spain play in the second semi on Thursday with the winners deciding the title on Sunday.
"It can be difficult finding the energy at the end of the season but in our case, almost 10 of our squad have already experienced a Nations League final and want to win it," Van Dijk told the pre-match press conference on Tuesday.
The Dutch lost 1-0 to hosts Portugal in the first Nations League final in 2019.
"We didn't feel like we were playing for a cup then. Now it is more real, which may make the energy easier to create. In terms of the level at training, it has been very high in recent days," he added.
"After losing the final against Portugal, we realised that we should have handled it better. It was the first edition, we didn't really know how or what. Now the feeling is definitely there. We'd like to win the prize although Croatia is a tough team to beat."
The Netherlands' only major title to date was European Championship success in 1988 when coach Ronald Koeman was in the team.
"We can win a trophy in our own country," Koeman told the same press conference.
"We've been looking forward to this for a long time. There are four strong countries and there is little to choose between us.
"We have to be very good against a strong Croatian team. They have been playing in the same formation for years and they are winners. If we show strong mentality, we have a good chance. Every competition you can win, you give everything towards. If you don't win it, players will think later: 'it was a great pity that we didn't win'."
Koeman confirmed that Justin Bijlow will start in goal against Croatia after he dropped Jasper Cillessen from the squad and despite the return of World Cup first-choice Andries Noppert after injury. He refused to divulge any more team details.
