Zola, who was manager of West Ham until the end of the 2009/10 season before being replaced by Avram Grant, returned to English football when the Pozzo family, owners of Serie A club Udinese bought Watford and was installed ahead of the current season.
He saw his side's recent unbeaten run come to an end at home to Hull last week and is now looking for his side to start another such run.
"I will be asking a lot from my players," he said. "This will be a test of character against Burnley. We don't want to lose two games in a row, that's for sure, and I am expecting Burnley to come flying at us as they're at home."
Referring to that Hull defeat, he added: "I don't think we suffered from thinking it was too easy, not at all, but confidence is a rare commodity and must be protected. We won't let that slip away from us just because of one wrong turn.
"We were making wrong decisions some of the time and Hull made better ones. This was in many instances, not just the key moments.
"A game can be won tactically, technically, but you can also win in the way you prepare for it and face it. So I think this has been a good point of learning for us."
Zola comes face to face with his predecessor tomorrow and concluded: "It will be a pleasure to meet him. I know he did a very good job here last year and I'll be saying that to him as I have many times to the press when asked.
"I am pleased that he has got a good job at a good club and I hope he does well for them, after Saturday, of course."
Dyche might well be the previous Watford manager but his focus is now well and truly on his current role at Burnley. "My mentality towards ex-clubs is it's gone, it's past and I am looking for present and future," he said when asked about Watford.
"There's not a worry about that and Watford has changed. The whole feel of the place has changed, quite radically since I was there. It's a different kind of vehicle they are driving there.
"I had a good time there. I enjoyed it. It was a big part of my progress, as well as hoping we rubbed off some good things on the club.
"The rest of it is incidental. The good side of coming out of there is that I am now at Burley and enjoying what we have done so far and hoping to build further what we are doing here.
"It is another game and another important game, of course. We want to give another good performance at home, which we have done recently, and add to the points tally.
"I am only really concerned at looking at our team plays to get three points. That's my main thought."