The 3-2 aggregate elimination of league-leaders Manchester City sparked scenes of jubilation following a dramatic second leg at Anfield last month.
Dalglish reflected: "If you're not going to enjoy getting to Wembley, you've got a bigger problem, haven't you?
"We enjoyed knocking out the team at the top of the league to get to Wembley because they were trying to get there as well. It wasn't as if they laid back and let us take it off them - they wanted to get there as much as we did.
"For our supporters and everybody connected with the club, it's a fantastic achievement for us to get there."