Despite previously reaching top spot in the FIFA world rankings, Belgium flattered to deceive at Euro 2016, losing to Wales in the quarter-finals before Marc Wilmots was sacked.
Martinez admitted achieving something that has never been done before is difficult, but he is confident the group can go on to win a major tournament ahead of Thursday's international friendly against Spain, before facing Cyprus in a World Cup qualifier five days later.
"The individual talent, as we all know, it's a very gifted generation and as a manager or coach, you feel proud to be with this group," Martinez told reporters.
"Everyone is allowed to impress, everyone is allowed to have a big role with the Red Devils going forward."
Martinez, with Thierry Henry as assistant and Eden Hazard to wear the captain's armband against Spain, added: "When I say about the mentality, the hardest thing in football is to achieve something that you've never done.
"When you sit down in a group like this and we say we're going to try to win a big tournament, if you've never done it before you can't get guidance or get that inspiration from somewhere.
"So obviously it's a fresh start. I think the competition for places and for roles in the Red Devils will give us that intensity that we need in our work. It's a completely fresh start going to the Cyprus game."
As for Belgium goalkeeper Thibaut Courtois, he is relishing the Martinez era with the national team.
"I believe that now is a new beginning for us. We are ready to start. We can see that the trainings are different. I think everyone is ready to play. But of course, we've trained only three days so we will not see a big change," he said.
"I believe we must have a better tactical organisation. When we play against other teams, we didn't always know how to adapt. We did not always know how to play. We also need a winning mentality."