Wenger said: "This is the moment we have been waiting for and this is the moment we want to show what's needed to take advantage of the first leg.
"We have tried to build our team in a different way. It is not better or worse, we have just built a young team because we wanted to develop a special way of playing and a special spirit.
"When the players had been educated together from the age of 16 to 23 or 24 there is something special we hope will come out at this level of the competition."
Asked if he regarded the failure to win the European Cup as a gap in Arsenal's history, he said: "It is - that is why we are here and that's why we are very determined to wipe that out."
The Frenchman refused, however, to be drawn on the possibility he might end his career without one of his teams having taken that final step.
"I don't know what I would feel if I didn't win the Champions League," said Wenger.
"I am an optimist. I believe I will win it, the sooner the better. That is why I am here with complete belief.
"I am at a stage of my career that I am more focused to do it for the players, the club and the fans than for myself.
"I had the luck to stay at the same club for 12 years and I also know how much it means to the club and the players. I am just focused to give every bit of energy I have to the team."