The 34-year-old, who retired in 2007, said: "The atmosphere here on Centre Court has been phenomenal over the years but I really think it can be even better.
"Now we've got the most famous court in the world with 15,000 people in an enclosed space so I am intrigued to see what level it can go to.
"And I think that with Murray it could be even better, and that's certainly saying something."
The closest Henman came to a Wimbledon title was in 2001 when he lost a five-setter against eventual champion Goran Ivanisevic.
Serious rain delays meant the match was spread over three days, allowing the then 29-year-old Croatian crucial recovery time. Henman said of yesterday's run-out: "It was such a real treat to play in those conditions when it was so cold, miserable and wet outside."
Henman and Clijsters beat Agassi and Graf 7-6 in the mixed doubles while Agassi beat Henman 6-4 in the singles, with Clijsters beating Graf 6-4.
All four players gave the new set-up the green light, insisting conditions were unaffected after completing a full afternoon's play under cover.
Agassi, the 1992 Wimbledon champion, said: "When you get two people out there who can really play I think you will get a titanic battle that they haven't seen here yet. And I say that in respect of last year's final.
"It's an environment that lends itself to some spectacular tennis."