The sides have met three times, but the last occasion was at the 2006 World Cup. Scotland has yet to manage a try against the New Zealanders.
Scotland captain and blindside flanker Rachel Malcolm said: "As soon as we found out we were going to be playing New Zealand in New Zealand, there has been nothing but excitement about this game.
"It is an opposition we have never played before, it is an opposition who plays a pretty exciting brand of rugby, so it is an exciting challenge for us to see how we fare against them.
"We have nothing to lose and we're going to through absolutely everything at it. The vibe this week in camp has been class. We've moved location [to Tutukaka], so that's been quite nice to have a bit of a reset. We are ready to go."
While New Zealand was taking the chance to rest some of their players, Malcolm said it would have been nice to have played the best New Zealand side.
"If you look at that squad [for the game], they are littered with world-class talent.
"They could probably have picked three XVs to play against us, and it would still have been an extremely exciting and talented squad. We won't take that as them under-estimating us. We know that we will have to be at our best to compete with them."
Fullback Shona Campbell said facing New Zealand in New Zealand was something little kids dreamed of.
"For me, it's a huge opportunity. You want to enjoy every moment, but it is also an opportunity for us, as a squad, to put in a performance against a team seen as one of the best teams in the world.
"They've brought an attacking kicking game into their game. It is a huge strength for them. I can't imagine they would change their kicking strategy too much while they build through a tournament.
"We will try and contain that as much as we can. We are well prepared for that."
Coach Bryan Easson took heart from the way Wales t the Black Ferns under pressure at the set-piece in their last game.
The way Australia and Wales applied that pressure gave him some confidence Scotland could do likewise.
"The Black Ferns want to play. We have trained with a lot of chaos this week, but because of the chaos they make mistakes. And I think we have some exciting players who can put them under pressure.
"I thought Wales and Australia transitioned really well, from turnover and kick transition as well."