Tigers flew to the south of France on Friday afternoon and had a first look around the Stade Mayol with a training session there on Saturday morning.
Preparing for the club’s 11th European quarter-final, Cockerill said: “We got out of a tough pool to reach the knockout stages and we have to enjoy and embrace these opportunities.
“This is one of the toughest places in Europe to win and Toulon are a great side with a lot of depth in the quality of their squad. They are top of the Top 14 in France, which is a very physical and competitive league, and they have a very strong record at home.
“We have very, very good players too and we’re in decent form. We have to be very accurate in what we do, and we have to go out and play as hard as we can and play at our best.”
Toby Flood leads Tigers as captain, as he has done in the away wins over Exeter Chiefs and Northampton Saints in the Aviva Premiership in the last two weeks.
“We have lots of leaders on the field and in various parts of the team, but we made the decision a few weeks ago to give the captaincy to Toby,” said Cockerill.
“He has a lot of experience, he is very calm on the field and he has respect of his team-mates.
“There is a new era of leaders with Floody, and the likes of Jordan Crane, Tom Croft, Ben Youngs, Tom Youngs, Dan Cole. There are lots of guys in that group now who will be leaders in that team for the next four or five years.”
