India head into the first of five Tests against Australia on Friday in Perth on the back of their first home series loss in 12 years.
But speedster Bumrah, who will captain the side after Rohit Sharma stayed home following the birth of his second child, said they were only looking forward.
"The beauty about cricket is even if you win, you start from zero, and even if you lose you start from zero," he told reporters.
"So that's how I look at the game.
"Obviously, yes, we were disappointed and we were down that we had a tough series (against New Zealand).
"But we are not carrying any baggages. We come with a fresh mindset, different opposition and you learn from the changes that have happened in our team."
With Rohit out, KL Rahul or Abhimanyu Easwaran are in line to open alongside Yashasvi Jaiswal, while there are doubts over number three Shubman Gill who has hurt his thumb.
Their bowling line-up is also unclear. Bumrah said India had settled on who would partner him in the attack, but he would wait until the toss to reveal all.
Kohli is certain to play, but will pad up under increasing scrutiny after managing only two Test centuries in the last five years and averaging just 15 against New Zealand.
Despite signs that one of the world's greatest batsmen may be past his best at 36, Bumrah cautioned that Kohli should never be written off.
Kohli has a stellar record in Australia, averaging 54.08.
"He is one of the greats of the game," said Bumrah.
"He's the utmost professional that we have in our team. He's got a lot of success.
"Okay, one or two series here and there can go up and down, but the confidence that he has at this moment, I have no doubts.
"He's looking to contribute. And the way I've seen him at training ... the signs are ominous."
With Bumrah taking the armband, the first Test will have two fast bowlers captaining their teams, with Pat Cummins in charge of Australia.
Bumrah said he was determined to do the job his way.
"I love responsibility. I wanted to do the tough job since I was a child," he said.
"I've never followed a copybook plan... I've never followed a model and I go with my instincts and that's how I've always played my cricket.
"I have a lot of faith in my instincts and gut," he added.
