Wales face Ukraine in their penultimate warm-up match before Euro 2016, and the last before the manager names his 23-man squad for the tournament.
Coleman knows the fixture could be a risk, but adds it is one worth taking.
"When you go to places like this you find out a lot about players. We want it to be risky and edgy," he said.
"You learn nothing if you go into a game knowing if we are at 80% we will win 4-0."
Wales, who drew 1-1 with Northern Ireland on Thursday, will again be without Real Madrid forward Gareth Bale and Arsenal midfielder Aaron Ramsey at Kiev's 70,000-capacity Olympic Stadium.
Ukraine have also qualified for Euro 2016, and Coleman believes taking on such a tough trip will help his relatively inexperienced team.
"If you go into a hostile environment against a good team, you know you can end up with egg on your face if you do not turn up and perform," he said.
"But I prefer it like this. We are in their backyard in a tough atmosphere, and we have to show we can cope."
Coleman, however, has the comfort of being able to call on his first-choice defence and is likely to return to five at the back.
The fit-again Ben Davies is set to join skipper Ashley Williams and James Chester in the centre of defence, with Chris Gunter and Neil Taylor deployed as wing-backs.
"The edge in the atmosphere is not for everyone," said Coleman.
"But guys like Ashley Williams are always the same in mentality - he always plays with that meaning and gives everything he has got."
Wales manager Chris Coleman believes his team will benefit from the hostility they are likely to face in Monday's friendly in Kiev.