City, after being beaten in last season's FA Cup final by Crystal Palace, are seeking to get back to winning ways at Wembley.
O'Reilly told the Mirror: "I'm really looking forward to it. Obviously, Wembley, is a special place. "I've played there a few times, but in the FA Cup we didn't win. So it'd be nice to go there and hopefully win.
"It'd be very special. It's a huge competition, all the English clubs have been involved. "We've faced some difficult opposition to get here, so to be in the final is special.
"Growing up watching City all my life, going to the games, seeing them playing these kind of competitions, winning finals and then wanting to be in that position.
"I watched the finals on TV - and now to be playing in them and be involved is a great achievement. I think as the games go on you get used to it a bit. You've just got to embrace it all and take it all in
"As the games go on you get more used to it, you get comfortable, more confident, and you find it OK."
He added: "It's a big game. We know how good they are. Obviously, they're top of the league at the minute, so we know it's going to be difficult. They've been very good this season, but we look forward to big games.
"It'll be a tough game for them as well. I mean, we're just going there to win. That's the aim of it and we'll see what happens after that. The big games, they're the best games to be in and be part of.
"There's pressure now on everything. On us, on them, on other teams. It's a good situation to be in. For me, obviously last season we weren't in the situation that we are now, so it's new to me, but I'm really enjoying it."