Gutierrez joins the Formula One grid in 2013 after spending two seasons in GP2.
"The main goal is to complete the full race length. Being my first F1 race it is important to accomplish this," he told Autosport.
"It doesn't make sense to do a 120 per cent risk when you are not fighting for something yet. I am looking to create a good base for my confidence to then push the limits a little bit."
Gutierrez completed more running than any of his rivals during pre-season testing in Spain but understands that he still has a lot of progress to make.
"It's my first F1 race and you have all these feelings and thoughts that can come to you at the start of the race. It's important to keep these feelings aside in order to be focused and be natural. In qualifying I think I could improve a little bit, but I will do my best to get up to speed as soon as possible."
Gutierrez raced on Pirelli tyres in GP2 but admits a different approach needs to be taken in F1.
"There is a certain tyre management in the new-tyre run where you have to compromise certain sectors. This compromise is one of the things I need to work on and it is completely different to managing a tyre over a long run."