Arteta remains unbeaten as Gunners manager in Cup finals at Wembley.
He said: "I’ve won when the stadium is full and been part of that, and it’s exceptional.
"One of the best memories I have as a player is playing those types of games. That’s why we’re all very excited, because we know what’s at stake.
"We really want it and we know what it’s going to mean for our people as well."
Arteta also said: "We are very excited about what we’re doing and we need to continue to make the right strides. Especially, performing in the right way when those moments come. To achieve what we want, to start to build the momentum that we want as a club.
"When you have been in this position and gone years without winning a trophy, obviously it adds more necessity but as well more drive because you really want it. And that's something that we have.
"That is something really important for us and something that we've been trying to achieve for a while - and now we have the opportunity to do it."