The first Test is in Nelspruit on Sunday morning (NZT).
In his 10-year career, Cane said he had never played consecutive Tests in South Africa against the Springboks.
"We knew a long time ago how tough this was going to be. We looked at the first five Test matches of our schedule, and the whole time it was exciting, and we were looking forward to it.
"Being an All Black you love Tests, and times, that challenge you and this is certainly one of those," he said.
Cane said it was good to be back in South Africa, something they almost took for granted when travelling there twice a year in pre-Covid days.
Test matches in South Africa were among the toughest he has played in, and he loved playing the Springboks on their home grounds.
"Any time where a Test is super tough, it's most enjoyable when you walk off the field knowing you've absolutely given everything. I know it will be like that on Saturday," he said.
Cane recounted the All Blacks' last Test in South Africa in 2018, when the first half lasted 46-47 minutes.
"You come in at halftime and a little voice in the back of your head says, 'Holy smoke, how are we going to get through the second half?' But you do, you dig deep and they're the Test matches that challenge you. You have to give absolutely everything," he said.
South Africa showed during their three-Test series with Wales that they had developed depth in their squad.
Cane said they knew what they would get against the Springboks. It would be a confronting physical battle.
"Looking at the footage – big men coming around the corner, running hard, cleaning hard."
Their midfield and outside backs had skill and speed to compare with the best in the world.
"They're the full package," he said.
He said it had been good to open the lungs up at a bit of altitude and to click into the time zone during their first big training run on Tuesday.
Cane said new forwards coach Jason Ryan had found his feet immediately with the side.
"He's clearly very knowledgeable and knows what he wants out of our forward pack, and I feel like we've made some good strides already in the last couple of days."
"It may seem like there is a lot to fix from the outside, potentially, but in camp, we've got a couple of clear focuses, and often when you get the big rocks of the forward pack right, those other small things which may seem like issues sort themselves out.
He cited their last Test against Ireland that they lost by 10 points, but they let in two rolling maul tries, and they didn't see that as acceptable for an All Blacks forward pack.
"Fix something like that and that is one big rock that we have sorted out," he said.
"The hardest thing after the last game [against Ireland] was going home for a week. As much as we needed the break from it all, it was so good to get back in Wellington to that two-day camp and start putting some work in to fix things and move forward.
"It didn't feel like moving forward until we started to try and improve and get things right," he said.
The facility, close to their hotel in Nelspruit, was also conducive to getting more work done in training. It meant they weren't spending, as they often do, travelling for 90 minutes to and from training.
"I think it's important we don't focus on all these things going wrong because the truth is there are not heaps of things going wrong. Top teams have small margins between games.
To keep confidence from sagging in the wake of four losses in the last five Tests, he said it was also important to balance work on improvements with what they were doing well, and there were a lot of things they were doing well.
The first thing players did after a loss was look in the mirror and assess their own performance.
"I think when you get to this level the type of person and type of player they are they look at themselves and what they could have done better rather than look outside."