Henderson will lead the Reds into their Champions League semifinal first-leg clash with Roma.
"As a footballer, moments like this you dream about as a kid. When it comes, everything before it - every struggle, every test that you have had - will put you in good stead for a game like this," he explained.
“Playing in the semi-final of the Champions League at Anfield. It's what you play football for, up against the top European sides. It is a huge occasion not only for me but for all the players.
“You have to give everything you have got, always have belief that no matter what state the game is in, how well or how poor you might be doing, that you can come through and get through to the final."
Henderson added: “I feel as though we are in a great place but I feel that this is just the start of something special.
"This is the first of huge games and hopefully we can have many more to come over the next few years."