Last season in the Europa League was a real example when they managed to beat the strongest candidate to become champions. Almost everyone was not on their side, but in the match they were actually able to become winners, including beating a club that was unbeaten in all competitions last season.
On the other hand, the difference is that because the Champions League is different from the Europa League, here they will get more pressure, so they must be ready for that by improving their mentality.
True! Atalanta is already a team with experience in UCL and they even had great runs in the last decade and like you said above , this team mentality fully understands what it takes to actually play an UCL game and what it takes to win an UCL game.
I also think that Gian Piero Gasperini really changed the ADN of this team and since his arrival , Atalanta improved every year to become a top football team in both Europe but also in Serie A where they seems to be top 4 almost every year now.
Atalanta was a bottom team in the previous Serie A, but they were consistently able to be in the top 4 positions, so we should praise them as a team that in the last few seasons has been very consistent in being in the European competition zone so far, but we also You shouldn't expect too much from them in the Champions League because the atmosphere of the Champions League and Serie A is very different.