The Welsh presenter is among the 14 celebrities who will compete on the new series, which kicks off with a double bill at the end of the month. Speaking to Radio Times, Jones said that she is "over the moon" to be dancing with professional partner James Jordan.
"We danced a lot together in the group dance on the launch show, which he said usually means we wouldn't be partnered, but we were," she said. "I think we're going to have a lot of fun together. James is a fantastic teacher and I'm so impressed with how he and Pamela Stephenson did last year.
"However, he's already taking the mickey out of me - claiming he can't understand my Welsh accent, laughing at me trying to count and even labelling me Bambi. Good start!"
The One Show host continued: "I'm dreading the first live show - I can't begin to tell you how nervous I was on the launch show, but at least the 14 of us were dancing together.
"Dancing live in front of the nation is already giving me sleepless nights. I really want to make James proud of me. He wants me to practise in between our training sessions, but I have no idea when I'll find time!"
Jones explained that she plans to take the competition one week at a time, with the aim of making it halfway - to perform at Wembley Arena.
"As terrifying as it would be to dance in front of 6,500 people, I'm sure it would be an incredible experience. Hopefully I'll be here next week - fingers crossed anyway," she added.
Strictly Come Dancing begins Friday, September 30 on BBC One.
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Watch Alex Jones discuss her involvement in the show below: