The former Manchester City boss returned to the Inter hot seat earlier this month, guiding his side to a 1-1 draw with city rivals Milan in his first game in charge on Sunday.
A draw at home to Dnipro this week would assure Inter of their place in the next round, and Mancini - banned from the touchline due to a suspension picked up during his time at Galatasaray - is keen to learn more about his squad as soon as possible.
"We did some things well against AC Milan but made mistakes too," he said. "Overall I'm pleased with how the lads did.
"Our aim is to book our place in the next round.
"I may change a few things but we must focus on one game at a time. We'll see what's best for tomorrow.
"We need a couple of games, a couple of decent results to boost confidence.
"The Europa League perhaps gets snubbed until the last-16 stage, but it's actually a great competition."
Mancini, who turns 50 on Thursday, opted for a four-man defence on Sunday, in contrast to predecessor Walter Mazzarri's preference for three at the back, and Juan Jesus says the club's defenders must adapt quickly.
"We did well apart from a few errors," he added. "Hopefully we'll get to grips with it quickly."