"I was chatting to tour manager Andy Irvine and he said it's not something that's been done before so that will be a great challenge to set the players.
"To have the opportunity to do this is an unbelievable honour."
The Lions start their 10-match tour on 1 June, when they play the Barbarians in Hong Kong.
Five fixtures against Australia's Super 15 teams follow before the first of three Tests on 22 June.
Lions down under 2013
Sat 1 June v
Wed 5 June v
Sat 8 June v
Tue 11 June v
Sat 15 June v
Tue 18 June v
Sat 22 June v
Tue 25 June v
Sat 29 June v
Sat 6 July v
Cardiff Blues back-rower
was asked to captain the Lions nine days ago and described his appointment as the "hardest secret I've ever had to keep".
"You just want to tell people, but I managed to keep it to myself. It's unbelievable - an accolade that very few people are able to achieve," he said.
Warburton, who first captained Wales as a 22-year-old in 2011, was picked as captain ahead of more experienced players like Brian O'Driscoll, who will participate in his fourth tour, and Ireland lock Paul O'Connell.
The Welshman, a Lions debutant, said he would lean on the more experienced members of the
which consists of
10 players from England, nine from Ireland and
"There's a good Welsh contingent of leaders who I can rely on and there are other experienced players in the squad who can help me along the way," said the 2012 Grand Slam-winning captain
"It's an experience I really can't wait to begin. I'm really looking forward to it now and will just keep doing what I do for Wales because I guess that's what Warren has picked me for."
Captaincy an unbelievable honour - Warburton
Lions coach Warren Gatland said he had
for Warburton and admitted his captain would also seek advice from Ireland duo O'Driscoll and O'Connell.
"In the last two or three years he's been the most successful captain in the northern hemisphere," said the New Zealander.
"When we sat down to pick a squad, and it's a fantastically strong squad, we decided that Sam would be one of the names among the starting Test XV.
"He's going to need some support from older, experienced players like Paul O'Connell and Brian O'Driscoll.
"I have a huge amount of respect for Sam. He's an absolute professional who leads fro the front ad I believe he'll do a fantastic job. "
Lions squad for 2013 tour
Leigh Halfpenny (Wales), Stuart Hogg (Scotland), Rob Kearney (Ireland), Tommy Bowe (Ireland), Alex Cuthbert (Wales), Sean Maitland (Scotland), George North (Wales), Jonathan Davies (Wales), Brian O'Driscoll (Ireland), Jamie Roberts (Wales), Manu Tuilagi (England), Owen Farrell (England), Jonathan Sexton (Ireland), Conor Murray (Ireland), Mike Phillips (Wales), Ben Youngs (England).
Dan Cole (England), Cian Healy (Ireland), Gethin Jenkins (Wales), Adam Jones (Wales), Matt Stevens (England), Mako Vunipola (England), Dylan Hartley (England), Richard Hibbard (Wales), Tom Youngs (England), Ian Evans (Wales), Richie Gray (Scotland), Alun-Wyn Jones (Wales), Paul O'Connell (Ireland), Geoff Parling (England), Tom Croft (England), Toby Faletau (Wales), Jamie Heaslip (Ireland), Dan Lydiate (Wales), Sean O'Brien (Ireland), Justin Tipuric (Wales), Sam Warburton (Wales).
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