The Scarlets go into the game on the back of a defeat to RaboDirect PRO12 table toppers Glasgow. O'Shea though, is well aware of the danger the likes of Jonathan Davies, Rhys Priestland and Liam Williams can give his side's defence.
"To have an English and Welsh rivalry to kick off the competition is great. Playing the Scarlets down at Parc y Scarlets will be incredible and they also play well away from home," said O'Shea.
"It will be a humdinger of a game to start things off. We won't look past the Scarlets and if we can get a win then we'll just take it game by game. If you look past your first game, you're done."
Harlequins have won two and lost three of their five Aviva Premiership games so far this season and as the Heineken Cup kicks into gear, O'Shea knows his side must stop the likes of Priestland and Davies to have any joy on Saturday afternoon.
"When you have Rhys Priestland back playing, it's probably not great for us but it's great for Welsh rugby," he added.
"In Jonathan Davies and Liam Williams, they have unbelievable talent in their back line and anybody who knows Simon Easterby knows they're not going to have a pack that goes backwards. It will be incredibly competitive.
"We know the Scarlets will come and play but I'll guarantee we'll do the same. It should make for a cracking game of rugby. The Scarlets bring through their young players and that's always been one of their strengths and one of Welsh rugby overall."
England and Harlequins captain Chris Robshaw, said: "To play the Scarlets is going to be a massive challenge.
"I think they're pretty similar to us. They like to play a bit of rugby but also have that power element as well. I know a lot of the analysis has been done so we need to catch up on that.
"But come Saturday, we'll be clued up on their strengths and weaknesses and where the threats are going to come from."