Mancini, who guided Italy to Euro 2020 glory during his first spell in charge, starts his second reign with a Nations League clash against Belgium in Rome on Friday.
The former Italy midfielder left the national team after they failed to qualify for the 2022 World Cup, later taking charge of Saudi Arabia. Italy have since missed the last three World Cups and have struggled to make an impact on the biggest stage.
Mancini, however, is focused on what comes next rather than the disappointment of recent years.
"We must not dwell on negative things," Mancini told reporters. "When you embark on a new adventure, you're eager to do something special, and over the next four years we'll bring home something special.
"For me it's a challenge and a new chapter in my career. I'm here to win and that's the objective we all share."
Mancini has also made youth development a key part of his plans, handing first call-ups to a number of players in his 34-man squad for the upcoming four matches.
Bologna goalkeeper Massimo Pessina, 18, and Brentford right-back Michael Kayode, 22, are among the newcomers, while Aston Villa left-back Matteo Ruggeri was added on Monday after Federico Dimarco was ruled out through injury.
Mancini believes the younger players can bring energy while giving him a wider group to assess as he looks to build his squad for the next cycle.
"I expect them to bring a carefree attitude," he said.
"I think it's right to have some young players we can get to know in order to build a strong team for the future.
"We need to understand who can stay with us for this cycle and, with that goal in mind, I've called up a larger group for the four matches we have coming up in such quick succession."
Italy face Belgium in Rome before travelling to Bursa to meet Turkey three days later. They then take on France at the Stade de France on October 2 before hosting Turkey in Bologna on October 5.
