The All Whites are embracing their underdog status ahead of internationals against Mexico and the United States.
Seven of the New Zealand squad have arrived in Nashville for Sunday morning's first game against Mexico.
The All Whites are ranked 88th in the world compared to Mexico at 14.
Three days later they played the United States, who're ranked 26th, in Washington DC.
"We go in as underdogs and I always feel that New Zealanders love to be the underdog and push ourselves a lot further," said the 34-year-old Fallon.
Fallon, who played a leading role in the team's OFC Nations Cup victory in May, said this tour was a totally different scenario compared to what they faced in Papua New Guinea.
"In the Islands you are expected to win and you have to win no matter what, whereas these games we are not expected to win but we need to believe."
Fallon, who has played 23 internationals for New Zealand and scored six goals, said winning on this tour was not as important as the OFC Stage Three Qualifiers coming up or the FIFA Confederations Cup but strong performances would be vital for building confidence.
"Good results and delivering good performances builds team momentum and belief. These fixtures are huge for us. The Mexico game in particular. If we can get through the OFC qualifiers and go to South America for the playoff Mexico will be very similar in terms of what we will face in the Intercontinental Playoff. This is a good test to see where we are at."
Fallon said the games would also be ideal for reintegrating many players back into the group - like skipper Winston Reid, Wellington Phoenix skipper Andrew Durante, midfielder Henry Cameron and Deklan Wynne - and re-establishing Anthony Hudson's style of play.
The team had a tough time against Mexico last time - when they lost the home and away legs in the Intercontinental Playoff 9-3 on aggregate in 2013 - but Fallon believes the team is better equipped to handle that challenge this time.