The 20-year-old central defender, who joined Roberto Mancini's men from Fiorentina in a £12million deal last summer, has settled into life at the Ethiad Stadium.
And after making his debut against Real Madrid at the Santiago Bernabeu in September, the Serb is out to win his first piece of silverware at Wembley next Saturday.
Nastasic told the Daily Star: "I'm quite philosophical about it. I know people say we are favourites but we are aware that Wigan are a good team.
"They have nothing to lose and the burden of expectation is on us.
"But it's like any game. I want to win and my team-mates feel the same. As a small kid I watched a lot of finals and I'm aware of its history and tradition.
"Being part of it now myself means a great deal. The final is not over. Definitely."