Spurs start life in their temporary home with a London derby against the reigning Premier League champions.
Mauricio Pochettino's side were underwhelming at Wembley last season in the Champions League but have good memories of hosting Chelsea.
Alli netted twice at White Hart Lane last term to secure their impressive win and the England international is looking to do the same again.
He said: “Obviously every game is important and every game means a lot to the players and the fans.
"But there's no hiding how big Sunday's match is to all of us. We've got some history with Chelsea over the last couple of years and we're going out there looking to win the game.
"Obviously we were disappointed with the FA Cup semi-final against them at Wembley, it was another cracking game, a real battle and we played very well on the day but Chelsea just had the edge.
"I'm sure it's going to be another great game this time."
On that 2-0 victory, Alli added: "Without doubt that game was among my highlights of my time at Spurs.
"It was such a big match, they were on a good run as well and we wanted to put an end to that. To win 2-0 and for me to score both goals was a great feeling."
Chelsea go into the game on the back of a shock home defeat to Burnley in their opening game of the season while Tottenham saw off Newcastle 2-0.
Spurs midfielder Harry Winks said: "I think we've got to get a positive result after the semi-final last season.
"Any derby, any local rivalry is a game that we all want to win. You've got to give Chelsea respect in the sense that they're champions, they've got a good team and good players but I think it's important that we focus on ourselves really.
"We've got great players and we've got a good team so we look at it as a winnable game. We want to win it and we're capable of doing that."
