Klitschko has dominated the heavyweight division for a decade but Fury feels that his power will be too much for the big Ukrainian.
Fury will be fighting at the O2 Arena in London this weekend against Christian Hammer and will become mandatory challenger for Klitschko's WBO crown if victorious.
"To be honest I'm the man in the division to beat. Everyone wants to fight me because they know I generate interest. People are interested in me probably for the wrong reasons, or the right reasons, but they're still interested – that's why people want to fight," said Fury.
"They want to come to the UK to fight me. [Deontay Wilder's] the world champion but he's the guy who first said he wants to fight Tyson Fury after winning the title. So I must be doing something right, I must be on the right track.
"I would like to fight Wladimir [Klitschko] first because number one he's my mandatory, number two he's the best in the division and number three because he is an easy fight. Then I'll fight Wilder. I won't be taking any interim fights I'll unify straight away," he added.