Gerrard hailed the "bottle" shown by Kenny Dalglish's side after they fought back from a goal down to clinch a 2-1 win over the Blues.
"We're relieved to get through but we've won nothing yet," Gerrard said.
"We've won a semi-final but the big game is going to be the final now. It's going to be a difficult game and we need to finish the job off.
"There was a lot of pressure on the team with us playing against our big rivals. It was disappointing to go a goal down but we all stuck together.
"We showed what character and what bottle this squad has got to respond and get the win.
"To be a goal down against Everton is a very difficult situation but we showed what we are all about. We all rallied around and proved we are a good team. We could have won the game even more comfortably with the chances we created in the second half."