The defending Bundesliga champions have picked up just 14 points in front of their own fans this season, which considering they have played eight matches at the Westfalenstadion is one of the reasons they find themselves 12 points adrift of league leaders Bayern Munich, who have gained 23 points at home this season.
"It's a very odd number," said Klopp.
"Fourteen points - you would think we had only played five games, but we haven't.
"So our task is to make sure it is hard for them to find answers. We made a start against Bremen, but no more than that."
Klopp appeared at the pre-match press conference with a heavy coat and a scarf around his neck, and he has told the fans to prepare for the sub-zero temperatures expected Friday night, although he hope his side's performance will warm them.
"They should wrap up warm, and we'll do the rest," he added.
Klopp would not reveal whether Nuri Sahin will be given his first start since arriving on loan from Real Madrid, but he is an option after appearing for five minutes against Bremen.
Nurnberg will arrive in confident mood after a draw with Hamburg last weekend, and particularly after holding Dortmund to a draw earlier this season.
"We need to be perfect," said their coach Michael Wiesinger.
"Dortmund must think - 'My, that's a team with confidence'.
"We need to have the courage to attack."
Goalkeeper Raphael Schafer should be able to play, despite breaking his nose last weekend, meaning Wiesinger has a fully-fit squad to choose from Friday night.