Although Swansea will still have to travel to Napoli's San Paolo stadium for the second leg later next month, Benitez feels it is Thursday's encounter between the sides that is the vital one - and the most difficult.
The Spaniard also warned his Serie A high-fliers not to underestimate the relegation-fighting Barclays Premier League side, who he is sure will not be lacking in motivation under new head coach Garry Monk.
Benitez said: "I believe that the first game is the most important and the most difficult because it can decide whether you will be able to continue in the cup.
"That's why we have to make the right impact in this first hurdle. To try and do well in Europe, we must have a good result tomorrow.
"The message to the players is very simple: if we want to qualify we have to score in the first match."
Napoli go into the match on the back of successive victories over AC Milan, Roma and Sassuolo in league and cup and lying third in the Serie A standings.
Swansea, in contrast, were knocked out of the FA Cup at the weekend and are only four points above the relegation zone in the Premier League.
They are also under the guidance of rookie manager Monk, who replaced the sacked Michael Laudrup earlier this month, but Benitez knows the Swans will be no pushovers.
"The Swansea we know are a good team who have great ball possession. They also have a new coach and will be highly motivated for the challenge. Certainly facing a Premier League team is always difficult," he said.
For Monk, the match represents the biggest test of his fledgling coaching career as his side take on the Italian heavyweights and the hugely-successful Benitez.
While Monk's coaching reign has spanned just three games in the hot-seat, Benitez's record is one laced with success and silverware.
"Of course, I never excepted to be in this position,'' the 34-year-old Monk said.
"I was a player going into training one moment, then taking charge of games we have had already like the (south Wales) derby, and now against Napoli, so it's a whirlwind.
"But I am prepared. I am a level-headed lad, I know what I want to do.
"Napoli are one of the best teams in Europe. I have seen a lot of their games and studied them. They have good players all over the pitch.
"At this moment in time they are one of the most powerful clubs in terms of what they can spend and the quality of players they have, so we are in for a tough time, but it is a game we are really looking forward to.
"We are under no illusions how tough it will be, but if players can concentrate on themselves and be at their best, that is all we can do.''
He added: "The priority is staying in the Premier League, that is fundamental for the club, but nights like this don't come around very often.
"We want to put on a performance we can be proud of. That is the mentality I've had since I have come in, and we will take it into this game.
"We are up against a very good side, but we believe in ourselves and we will let them know they are in for a game."