The new sprint format, which will leave a sole practice session over the weekend as Saturday's sessions have been switched to sprint qualifying and race sessions, will be put to the test for the first time in Baku before being used in five more races this year.
The Spaniard, who has enjoyed a great run of form in his opening three races at a much-improved Aston Martin team, has finished the opening trio of rounds in third place.
But he expressed wariness that for Aston Martin, having now become a front-running entity thanks to the performance of its AMR23, it will primarily create opportunities for big mistakes - particularly as heavy damage could impinge on the team's race on Sunday.
"It's very easy to make a mistake," said Alonso.
"I think at the end in Q3, we all got the practice and we will all optimise the lap. But in Q1 If you brake late or whatever and you crash, especially here in Baku with no room for mistakes, you will look terribly bad.
"So I think this weekend, there is an opportunity to have a big mistake, not a big opportunity. So we need to avoid that.
"When you have a competitive car, there are only things to lose in a different format or in a wet race or wet qualifying or whatever, there are only things to lose. So that's the difficulty of the difference that I find now compared to the previous years."
Alonso reiterated that opportunities for Aston Martin to beat Red Bull to a first race win of the season would only be possible if the Milton Keynes squad made mistakes itself, and that the team would approach the new format cautiously.
Although he hoped that the low-downforce rear wing Aston Martin had brought to Baku would help the team raise its game in the straightline speed takes, Alonso said that the team would have to be content with accepting lower points finishes if the car was not capable of more.
"I don't see much of an opportunity of taking advantage of it or capitalising on something unless Red Bull does some mistake. So it's a weekend of avoiding the mistakes, not a weekend of making something special.
"So that's something that we need to approach in a very cautious manner.
"Here we have our low downforce wing at the back of the car trying to chase a bit more top speed but we don't know if that's enough or not to keep with the top teams.
"But I think there's going to be an interesting part of the season now but we are aware that if we are sixth and seventh on one of the weekends, we have to take it and this is maybe more our natural position.
"But we will not give up of our hope of try to keep challenging Red Bull especially and try to win a race one day."
