McDavid was captain of Erie in the Ontario Hockey League and Team North America at the World Cup of Hockey 2016.
"I think that was almost even more difficult of a job than this," McDavid said of his role on the 23-or-younger team. "I was still trying to get to know the guys all at the same time. Here in Edmonton, everyone is so close and I definitely feel more comfortable in this dressing room than in that one. I almost feel more comfortable wearing it here than there."
McDavid joins a list of Oilers captains that includes Hockey Hall of Fame members Wayne Gretzky and Mark Messier.
Gretzky was 22 when he took over as captain from veteran defenseman Lee Fogolin in 1983 and served for five seasons before being traded to the Los Angeles Kings. Messier followed for three seasons before being traded to the New York Rangers.
"I'm so honored to join that kind of group and I'm very proud to be a part of that, and the list of names of guys here in Edmonton that have worn the 'C' is unbelievable," McDavid said. "So I'm very honored and humbled to join that group as well."
Edmonton hasn't qualified for the Stanley Cup Playoffs since 2006 and will rely heavily on McDavid to help end the drought.
"He's mature beyond his years," McLellan said. "He's dealt with all of you [media] since he was 14. He handles himself very well and takes care of his teammates in front of and with the media, which we think is very important in a Canadian franchise. He is an ambassador of the game, which I think you have to be as a captain. He puts himself out there with the fans and the young kids and he understands his role. Sidney Crosby and a couple of others have gone through that, they do a tremendous job, and I see a lot of that in him."
McDavid admitted he is not the most vocal player in the locker room and will lead by example. He is expected to debut as captain Thursday in a preseason game against the Winnipeg Jets at Rogers Place.
"I think I'm a guy that can relate to everyone and is fairly close with everyone on the team and can try to help bring guys together," McDavid said. "That's what I tried to focus on when I was in Erie and I felt everyone was a part of the team. I definitely try to lead that way; I'm not the big rah-rah guy."