The Hornets have been to Spain for a training camp since dramatically beating Leicester in the semi-finals and Almunia says they are concentrating on the game rather than the occasion.
"Since we have come back from Malaga, we are all totally focused on Monday," said the 36-year-old former Arsenal goalkeeper, whose late double penalty save led to Troy Deeney's winner against the Foxes.
"The atmosphere in the team is great, and is a big chance for everybody. Most of the players have never been in a game like this in a stadium such as Wembley.
"Everybody is confident and looking forward to the game, which is massive for every club but I have seen people training this week with no nerves, not talking about it too much, and this is the spirit we have to have.
"When you are at a big club, sometimes every few years you play regularly, some finals and big games, but this is even more special for a Championship club because you play to be in the Premier League, for big money for the aspirations of the people, more than if you are at a big club.
"It is so important for the clubs, not only on the sporting side, but financial also.
"Watford needs the money and needs to be in the Premier League."