Like many of his team-mates, Gilks has taken the hard road from the lower divisions. But he had a taste of the big time last weekend and thinks that will stand him in good stead.
Gilks said: "I've just played in front of 82,000 at Wembley. It is what you dream of as a boy.
"That is why you play football, you want to get to the top and play in front of the big crowds and show them what you can do.
"It's going to be a bit daunting at certain places but we will go there fully committed and we are going to enjoy it as much as we can.
"I won't feel like a Premier League player until I play in it. But playing there will not change me at all. I will still be the same player I was at Rochdale.
"I am 27 now and you never stop learning. But I have confidence in myself and confidence in the team and that is important."