The eight-times winners secured the title for the third time in six years with a 3-2 extra time win over the Czech Republic last summer and have been paired with Greece, Portugal and hosts Estonia in Group A.
However, Lopetegui believes remaining faithful to their style and improving with tournament experience is the most important thing at this stage of his players' development.
He told the Spanish Football Federation website: "The senior team is a good example for our players. It is very important that they see how they can win a competition, but it is even more important that they see that more than being fantastic players, they are fantastic people and that they learn these important values.
"We have had a good 10 days training to prepare for this competition, which is very strong. We have a group with various players even younger than the permitted age and the most important thing is to respect our style and improve every day. I am very excited to be here.
"All the teams in this type of tournament are very strong. Greece and Portugal have qualified after coming through very tough groups.
"Estonia have improved physically and tactically in the past year and they have in their favour the advantage of playing at home."