Van Dijk took on the post last year after Jordan Henderson's departure for Al-Ettifaq.
"I always had that responsibility feeling since a younger age," he told PA Sport.
"I became a captain first for the under-19s at Willem II in my last season before I left there. Playing in the position I do you have to feel the responsibility.
"I felt like I had it and I grew into it even more. I really enjoy it, it keeps me on my toes, it keeps me always ready to perform no matter what.
"The expectation from everyone out there, including my team-mates, is also going to be high and that's the standard I've set and I like it.
"But I definitely keep myself to a higher standard, I always want to play my best game ever. That's the aim.
"A small error - not even being seen as an error but what I see as an error - can definitely be on my mind and then the next thought is 'This will never happen again' and I work on it and move on.
"You have to set the right example, you have to lead by example, you have to find different solutions when you are under pressure."
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