The TV presenter, who is partnered by Katya Virshilas, has confessed to early problems in rehearsals for his first waltz on the BBC One reality show.
"Katya's crammed a lot into our first session," he said. "There has been a lot to take in and it's been tough. There have been moments where I felt a little bit overloaded.
"I'm a hard taskmaster and I'm always my own worst critic."
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Virshilas insisted that Lobb could be a success on the dance floor as long as he conquers his self-doubt.
"The first day is always going to be tough and new, but we're going to produce a gorgeous waltz," she said.
"Dan needs to trust himself more, he's really self-conscious and he needs to learn to trust me... and work hard."
Strictly Come Dancing debuts with a double bill on September 30 and October 1 on BBC One.
Watch Dan Lobb in training for Strictly below: