Speaking at Monday's pre-match press conference in Qatar, skipper Messi said him sitting out part of training recently was "just precautions".
"I'm feeling very well, I'm very well physically, good condition," the Paris St Germain forward said.
"I think I come here in really good form both personally and physically. I have no issues whatsoever.
"I heard there were rumours about having to miss part of the training, or training apart from the team because of a blow - no, it was just precautions, nothing strange or out of the ordinary."
Messi is at his fifth World Cup, having come closest to claiming the trophy when Argentina finished as runners-up in 2014.
The 35-year-old, who got his hands on international silverware at the Copa America last year, was asked if he had done anything different to prepare for this World Cup, and he said: "No. It's a different period within the season, we haven't played that many games yet and I feel well. I just took care of myself.
"I am aware that this is a very special moment - it is most likely my last World Cup, the last opportunity to make my dream, our dream, a reality. But other than that, nothing special."
He added: "(I feel) maybe a bit more mature. I think I'm really enjoying much more now. Before maybe I didn't think about that, I just wanted to play. But now I'm trying to enjoy it.
"I'm always excited, I always want more, and I always want to try again to win this competition. We don't have to think about the past. We have to try again and hopefully we can do it."
Argentina enter the competition on a 36-game unbeaten run and very much among the teams being talked about as potential champions.
Boss Lionel Scaloni said he felt "at least eight or 10" teams could win the tournament, and of Argentina that "we now play in a much more calm way, we don't have that weight on our shoulders (since winning the Copa America)."
Scaloni also expressed his view that "October was terrible" in terms of "too many matches - some of the players had some discomfort and injuries because of the massive load of minutes played".
He added: "We've had to work very well in our training sessions so they all reach these finals in the best form possible. The issue is not that the World Cup is played in November, it's that October was terrible. For those players who play in the major leagues, it was a very tough month."
Saudi Arabia are the second-lowest ranked team in the competition, at 51st in the world.
Boss Herve Renard, whose side will also face Poland and Mexico in Group C, said: "We are competitors, we haven't come to this World Cup just for a jolly. We've come here to be the best we can.
"We know our level, but we believe in ourselves. We know exactly against who we play, but we start the game 11 against 11.
"We have to be ready tomorrow, this is the most important thing. We are not coming to see Doha. It's a beautiful city. We are not far from this city, we know perfectly Qatar. To be honest with you, even if some people are not of the same opinion, we like this country, so we are very happy to be here, and now enjoy about football.
"We're considered as being the underdog, people don't think we'll get to the next round, but we're here to maybe pull that prognosis apart. There are always surprises when it comes to a World Cup, and I'm hoping we'll be part of those pleasant surprises."