The Portuguese rider was one of the stars that posed on the Dubai beach on Tuesday morning and then paraded under the looming Burj Khalifa skyscraper at the team presentation.
He will start Wednesday's time trial next to last place, ahead of favourite and world time trial champion Tony Martin (Omega Pharma-Quick Step). Of course the German rider and not Costa, will wear the rainbow jersey in the time trial stage, with the Portuguese rider wearing his Lampre-Merida rainbow stripes in action for the first time for Thursday's road stage.
Costa still seems amazed that he became world champion and is savouring every moment of his year in the rainbow jersey.
"It's always an emotional moment to pull on the world champion's rainbow jersey and I think the Dubai Tour will be an historic moment for me and the team," he told Cyclingnews.
"We've had a good start to the season with wins by Modolo in San Luis and Ulissi in Australia, so it seems that everything is going good so far this year. Now it's my turn to race."
"This is my first race with Lampre-Merida and it’s the first time I've been to Dubai. I'm happy to be part of this team and happy to be here. Today I was able to really appreciate life here. There's no cycling tradition, but I'm sure that, if there's the will, Dubai will for sure achieve important goals in our sport."
Costa is not expected to challenge for victory in the sprint stages but could show his hand if a selection is made on the hillier third stage to Hatta on Friday.
"I haven't trained specifically for this race and the stages are more suitable for other riders, but I'll do my best to honour the race," he said.
"It's my first race of the season. I've been working well and with Dubai, then the races in Mallorca and the Volta ao Algarve, I hope my form will come good pretty soon. I can't wait to win my first race as world champion."