The Gunners have won the competition a record 13 times, two of them in 2014 and 2015 with Arteta as part of Arsene Wenger's side, helping him to understand why it is important.
He said: “Winning brings togetherness and when you have beautiful experiences together and you win trophies then those experiences stay within that group.
“You like the people that you work with more, you believe more in them, you share some fantastic moments and that habit of winning, winning, winning… after you win, you don't want to stop winning.
“You become addicts to that and that's what we have to try to implement at this football club.
“When I arrived here, obviously we were trying to fight for the Premier League at the time but we did not really quite have the level to compete and sustain it every year to quite do that.
“So the cups become very important and obviously this club has a massive history with that. But then we'd had eight years without winning anything.
“For us, to lift that first FA Cup for this football club was like a massive relief. It generated a really good belief and unity around our team.
“When you take the fans to Wembley, it's a different scenario, they are proud of it, it's a special day, they travel with their families. There's a history related to that. I think it generates something special."