Alonso set the motor racing world abuzz in April when he said he'd been cleared by McLaren to miss the Monaco Grand Prix and race in the 101st Indianapolis 500 on 28 May in pursuit of the sport's famed 'Triple Crown' - a Formula One title and Indianapolis 500 and Le Mans wins.
While Graham Hill is the only driver to achieve the feat, Andretti also stands alone as the only driver to win a Formula One world championship, an Indianapolis 500 and the Daytona 500.
"I embraced the challenges; that's why I did it, because I was curious," Andretti said before Alonso settled into the cockpit of an IndyCar for the first time on Wednesday. "Some drivers are very happy specialising. I wasn't.
"I see the same spark in Alonso; I commend him for doing this. I know how he feels because this was always my challenge - to go into somebody else's sandbox and see if I could beat beat them at their own game. There's nothing better than that."
Despite Alonso having won 32 Grands Prix and two Drivers' championships, the 35-year-old still had go through IndyCar's rookie orientation programme on Wednesday in order to get used to the unique environment of oval racing at the famed four-kilometre Brickyard course.
"Here you have constant high speed on a super speedway," said Andretti. "It's incredibly different from his specialty, is which is road racing.
"It's not that he is going to be foreign to 220 mph plus but what he is going to be foreign to is cornering at 220mph plus. That's the part that obviously he is going to have to deal with and learn how to approach it."
McLaren will enter the race with a Honda-engined Indy car run by Andretti Autosport, owned by former McLaren driver Michael Andretti, who put together a detailed game plan for Alonso that began in a simulator.
Alonso impressed on Wednesday as he quickly got up to speed with a fastest lap of 356.825km/h but Andretti said there was still a lot for him to learn.
"As you get closer to qualifying," he said, "then he is going to have to start flirting with the limit of the car. That's when it gets precarious.
"At these speeds when you're flirting with the limits of the car and ready to go then you have to have a pretty good feel. That's when you've got to watch so you don't get too spooked. A lot of elements will come into play at that point."
The entire IndyCar experience, which involves massive fan interaction with the drivers, is also likely to be a culture shock for Alonso, who will also have the added distraction of spotters throughout the race.
Spotters, who are perched on the roof of the grandstands, provide a running commentary to keep drivers appraised of potential trouble spots and danger.
"I think the toughest thing for him will be able to feel comfortable enough with a spotter in his ear," said Andretti. "To understand all of that and take advantage because he has never had a spotter in his ear when he is driving.
"It can be annoying. As a driver, I would tell my engineer you know what keep the comments down, just let me drive. I want just enough information.
"I didn't want information overload. Spotters sometime go blah, blah, blah."