Coleman, 21, signed a new four-year deal at Goodison Park earlier this week and will return after the Championship play-off final at Wembley on Saturday.
"I don't think the fans would have expected it at the start of the season," he told BBC Radio Merseyside.
"We're going there to hopefully win the game but it's easier said than done."
The Seasiders beat Nottingham Forest 6-4 on aggregate to reach the final of what is regarded as one of the most lucrative games in world football.
"Going into the Forest game I think we were underdogs just like we will be going into the final," Coleman added. "We showed we can play good football.
"Hopefully against Cardiff we can do the same, but we know it's not going to be easy.
"We don't want to let the occasion get to us. It's still another game and obviously it's at Wembley which will be great."