Klaassen showed some impressive flashes of his ability as he made his Blues debut in Thursday’s 1-0 third qualifying round first leg victory over MFK Ružomberok.
The midfielder’s previous Europa League outing had been the 2-0 defeat against Manchester United in May that saw his former club miss out on the trophy.
Prior to that, Ajax had topped their group ahead of Celta Vigo, Standard Liege and Panathinaikos, before overcoming the likes of Legia Warsaw, FC Copenhagen, Schalke and Lyon in knockout fixtures en route to the showpiece in Stockholm.
And Klaassen, who skippered his boyhood club to a first European final in 22 years, insists their success was all down to building some early momentum.
“I think the key is to know each other and to know what the other players are going to do when they’ve got the ball,” the 23-year-old told evertontv. “You have to get that special kind of feeling with each other that you can’t be beaten. That has to grow but I think that’s possible.
“It was really nice to get to the final. I was at the club from the age of 11 and it was my dream to be captain. I got that and then to reach a European final, no-one expected that at the beginning of the season.
“But we had a really good squad, everybody knew how to play, we did well and it was really fun.”
Should Everton complete the job against Ružomberok in Slovakia next Thursday they will still need to navigate a two-legged play-off to reach the group stage which kicks off in September.
It could mean as many as 10 European fixtures for the Toffees before Christmas but Klaassen believes the Club’s investment in the playing squad this summer has given them the best possible chance of successfully balancing the demands of both a domestic and European campaign.
“You need a lot of players because the season will be long and there will be a lot of matches,” he added. “We had that at Ajax last year, a lot of matches and you can’t have 15 or 16 players - you need 20 or 25.
“I played a lot of matches in the competition last season and hopefully I can go that far this season with Everton as well.”