Arbeloa has says it was a clever tactical move by Benitez to play him on the left since Messi kept trying to cut inside.
"The truth is I was surprised that Rafa Benitez picked me to start, and to mark Lionel Messi, but I was not nervous at all," the Spaniard told website icons.com.
"It was a big shock that he picked me to play as a left-back because it's a position I have barely played in throughout my whole career. I'd only been used as a left winger a few times in my youth team days.
"I was pleased to keep Messi quiet but it wasn't just down to me, it was down to all my teammates too. The manager was spot on too, because he told me that Messi would try and cut inside me at every opportunity - and head straight onto my stronger right foot.
"With a player of Messi's quality you have to mark him so tightly at all times to prevent maximum damage. If he gets too much space he will use his speed and dominate you.
"I think that the confidence the manager showed in me was an inspiration to me. Things can't get much better. I've only been here a few weeks but already I feel settled and happy.
"The belief Rafa Benitez has in me is clear too. All I can do now is fight to become a regular starter but it's not going to be easy."