Incredibly, the role will be LaPaglia's Australian mainstage debut, a decade since his last theatre role.
But there are none of Loman's reassuring delusions for the Golden Globe and Tony-winning star.
"It would be dishonest to say that it's not nerve wracking, getting on stage in front of a lot of people," he told reporters at Her Majesty's Theatre in Melbourne.
"Once you're out here, you're flying without a wire, you just have to get through it."
Theatre roles that fit were hard to find over the years, said the Without a Trace actor, but a Miller play with director Neil Armfield was a now or never moment.
Armfield has directed more than 100 shows during his career, but an Arthur Miller play was a first for him.
The pair had worked together on the film adaptation of Holding the Man and Armfield said LaPaglia, whose father was a car salesman, brings a huge amount of authenticity to the lead.
"He's a very great actor and an actor of enormous art, his feet are firmly on the ground," Armfield said.
It's been 25 years since LA-based LaPaglia won a Tony for his role in another Miller play, A View From the Bridge, on Broadway.
The playwright was often at rehearsals and gave the actor insight into his writing and how to play his characters.
LaPaglia said Death of a Salesman requires pace, not reflection, from the moment the actors hit the stage.
"The more you get into that state of mind, the more explosive the play becomes," he said.
"It's one of those plays that just pops into gear as soon as you're on top of it, but getting on top of is the hard part."
The play looks at the hollowness of ambition and the American Dream and the Pulitzer Prize-winning masterpiece remains relevant even though it premiered in 1949.
Miller's plays will always be classics because they understand the perennial inner conflicts of families, said LaPaglia.
The theme of parents knowing what's best for the next generation never changes and nor does the dynamic of children failing to live up to the aspirations of their parents, he said.
Alison Whyte plays Linda Loman, the salesman's complex and devoted wife and says acting opposite LaPaglia has been a joy.
"Apparently he's a big fat star but you wouldn't know it, he's gorgeous, he's amazing," she said.
The production backed by GWB Entertainment and Red Line Productions is staged, unusually, on a set of bleachers, a symbol of American ambition that brings Loman's memories of his son's sporting hopes to life.
It's the first time Death of a Salesman has been staged at Her Majesty's Theatre in Melbourne with opening night for the seven-week season on Thursday.
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