The Reds are aiming to win the competition for the first time since 2006 when they take on Chelsea at Wembley today (14.05.22) and Klopp is hoping to enjoy his first cup final experience.
The Liverpool boss said: "I've never won the FA Cup before and most of my players have never won it.
"We are really looking forward to this opportunity. The boys worked their socks off to arrive there with all the different challenges. It is a massive final for us and really happy to be a part of it.
"It will never happen that we see the FA Cup final as a normal game. It's a special game, for some of us the biggest in their career and we really want to enjoy that as well. We want to deliver it for our people."
The Reds beat Chelsea earlier this season on penalties to win the League Cup and Klopp is expecting another tough final against the Blues.
The German coach said: "We didn't 'beat' Chelsea, we won the penalty shootout, one of the craziest shootouts ever.
"We know in football without luck you have no chance and that night I think luck was more on our side during the shootout.
"It was a tough game. We know how good Chelsea are and we expect another tough one. Both teams will go with all they have, that's what I expect from Chelsea and especially from us.
"What we realised from the Carabao Cup is how big an occasion Wembley is in this moment with all the people in. It felt outstanding and we want to have that again."