The Blues have a 3-0 advantage over Birmingham City after the first leg of the FA Youth Cup semifinal at St Andrew's last week.
Up to 5,000 are expected at the Bridge and Gilmour told chelseafc.com: "It's so much better playing in stadiums because it feels more like a first team game.
"You get the fans coming to watch and making some noise, sometimes not always positive if you're away from home, but it's a great experience for us. This will be my first appearance at Stamford Bridge so I'm obviously really excited. I can't wait to run out in front of the Chelsea fans."