Pickford believes Euro 2024 pressure is a privilege for England
Pickford has been Gareth Southgate's first-choice goalkeeper as England have contended at the past three tournaments.
They lost the Euro 2020 final to Italy on penalties, either side of reaching the semi-finals and quarter-finals of the last two World Cups.
Now the expectation is on Southgate and his players to deliver the trophy with a squad blessed with an array of attacking talent, featuring the likes of Harry Kane and Jude Bellingham.
"Apart from Russia (World Cup) in 2018, where there was no pressure on us, to be a top, elite team you have got to have pressure," Pickford told reporters on Friday.
"You have got to deal with it. To be one of the favourites, you have got to enjoy that pressure."
England begin their campaign against Serbia in Gelsenkirchen on Sunday and are expected to cruise through a group also containing Denmark and Slovenia.
However, Pickford warned against complacency, particularly after a shock 1-0 defeat to Iceland in England's final warm-up game before jetting out to Germany.
"That's our goal (to win the tournament) but the most important thing for us is to win the first game and get out the group," he added.
"Everyone's goal is to win that trophy but it takes a hell of a lot of hard work to get there. You can't look too far ahead.
"All the England fans will be rooting for us. They'll be having a good few days on the booze, so it'll be good."
Pickford has regularly saved his best form for the big international stage, but comes into Euro 2024 off the back of a stellar season at club level.
Despite Everton enduring a torrid campaign off the field as the club were docked eight points for breaches of financial rules, the Toffees maintained their Premier League status thanks in large part to Pickford's 13 clean sheets.
"I work hard off the pitch and on the pitch I do everything right to the best of my ability," said the 30-year-old.
"I want to keep trying my best to improve. That's what keeps me pushing. That's why it's my fourth major tournament. That's why I have won Everton's player of the year for the last three seasons.
"I know what I'm doing and I know I keep getting better. Hopefully I'm appreciated and hopefully this tournament is a success."