Khune was appointed Bafana skipper for today's friendly with Guinea-Bissau and Tuesday's clash with Angola in East London.
Bidvest Wits defender Thulani Hlatshwayo skippered South Africa in the previous two outings under then-coach Shakes Mashaba, including the 2-1 World Cup qualifying win over Senegal in November.
Da Gama says Khune showed his character when he played under Olympic captain Keagan Dolly as an over-age player at the global showpiece in Brazil last year.
"I think, in order to be great leader you've got to be a great follower," said 'ODG'. "When we went to the Olympic Games Itumeleng Khune came as an over-age player with us there and [Erick] Mathoho.
"We had to make a decision on the captain and everybody thought it was going to be Khune and it was Keagan Dolly. He followed Keagan Dolly like a real champion, like a real player.
"Now that is testimony of a good leader. If you follow you can lead and Itumeleng is the epitome of a leader that you can find in South Africa."
There is genuine excitement with the current Bafana squad among supporters, but Da Gama insists no player can think their position is safe as he prepares to hand over the reins when SAFA announce Shakes Mashaba's permanent successor after the upcoming matches.
"I think, first and foremost, when you look at the squad now the view we take as the technical team is that there's no A and B team.
"There's no guarantee for anybody. As much as we want continuity from the Senegal team, there's always room for improvement and room for progress.
"We've just got have the best possible preparation so there are players that might play one half and half again, second half, first half. So there's no player that can say, 'I'm going to play the first game and relax in the second game'. It's not going to happen."
"These are two very important games, they'll be treated with respect and everybody is going to have to pull their weight in both these games, and that creates a healthy competitive spirit within the team. So there's no guarantees for nobody moving forward.
"The important thing is players have got to go and fight for their place in Bafana Bafana."