They also know it's vital to convert chances against their first-round playoff opponent, the New York Rangers, who were whistled for the fewest penalties in the league.
So after starting 0 for 3 in extra-man situations in Game 1 on Thursday night and trailing -- "We feel, like, a little bit maybe nervous," Ovechkin explained afterward -- the Capitals got a big boost when their captain put the puck in the net on their fourth power play.
Ovechkin's franchise-record 31st career playoff goal got Washington started before less-heralded teammates Marcus Johansson and Jason Chimera scored 46 seconds apart, Braden Holtby made 35 saves, and the Capitals came back to beat the Rangers 3-1 to begin the series.
When Washington defenseman Mike Green sent the puck past the net nearly seven minutes into the second period, it ricocheted off the boards and right to a charging Ovechkin, who flipped the puck past Henrik Lundqvist to make it 1-1.
"Kind of a lucky bounce," Ovechkin acknowledged, "but I'll take it."
Carl Hagelin had put sixth-seeded New York ahead 1-0 in the first period -- the only puck that made it past Holtby.
"We kind of hung him out to dry once or twice," Capitals forward Troy Brouwer said about the second-year goalie, "and he helped us out with some huge stops."
Game 2 of the best-of-seven series is Saturday in Washington.
It's the third consecutive season these two teams are facing each other in the playoffs and the fourth time in five years. The Rangers eliminated the Capitals in seven games in the second round last season.
But Washington is playing a livelier brand of hockey under first-time NHL head coach Adam Oates, a Hockey Hall of Fame forward who shifted Ovechkin from left wing to right wing and helped design the Capitals' league-best power play.
Oates also is not as apt to demand that his players sit back and protect a lead, the way his predecessor, Dale Hunter, did.
"We play more well-rounded now," defenseman Karl Alzner said. "We have guys that can score goals and are allowed to go up there and do their thing. There's really no reins on anybody. At the same time, they know what their defensive responsibilities are."
The Rangers drew six minor penalties, matching their regular-season high.
"Against a power play like that, if you're killing that much, eventually they're going to capitalize," Rangers captain Ryan Callahan said. "They've got enough talent out there to do that, and we've just got to stay out of the box."
Coach John Tortorella agreed, saying: "We can't take that many penalties. ... Hopefully we'll discipline ourselves in the next game."
Ovechkin slammed his shoulder into the glass to celebrate, and chants of "M-V-P!" cascaded from the red-clad fans in the stands.
Ovechkin put his name in that conversation by scoring 22 times in the last 21 games to collect his third Maurice "Rocket" Richard Trophy -- first since 2009 -- and propel Washington to the Southeast Division title.
That goal energized the Capitals. So did wiping away a 5-on-3 chance the Rangers had for nearly a minute in the second period.
Shortly after that power play ended, Capitals rookie defenseman Steve Oleksy -- who got hit in the face by a puck later in the second period -- sent a pass about 80 feet down the middle of the ice and between Rangers defensemen Dan Girardi and Ryan McDonagh to set up Johansson. The Swede collected the puck at the blue line and beat Lundqvist at the 14:21 mark to make it 2-1.
"We've got to know the guy's behind us," Girardi said. "That's not really acceptable."
It was Chimera's turn less than a minute later, when he took a pass from Mathieu Perreault, spun around near the boards and put the hosts ahead 3-1. That led to mocking choruses of "Luuuundqvist" from spectators.
"Anytime you kill a 5-on-3, especially in playoffs, the momentum goes the other way, for sure," said Chimera, who's scored six of his eight career playoff goals against the Rangers. "If they get a goal, they're feeling it. If we get a kill, obviously the crowd gets into it or we get into it. Everyone's pumped up."