The Reds booked their place at Wembley with a 3-2 aggregate victory over Manchester City, with Cardiff City the last obstacle between the Merseysiders and their first trophy since 2006.
And the Spanish defender, who joined from Newcastle United in August, is eager to be part of “something special” at Anfield.
“I’m really happy already because we’re in a final and I have never played in one,” Enrique told Liverpool’s website. “Of course, if we can play in another one it’s even more of a dream.
“This club has big history but it’s not just history – we have good players now, they [the owners] want to spend money on players and want to buy good players.
“We have a really good team already but they want to make it better and that’s why I came here.
“I hope it’s the start of something special. That’s why I came here and why many players came here this season. We came because we believe this club is going up and trying to be at the top again. Liverpool have to be there.
“I remember I heard someone say that the Champions League without Liverpool is not the same and I think that’s the truth. Liverpool are always there. It’s a few years we’ve not been there and we have to try and be there again.”
Liverpool welcome Brighton and Hove Albion to Anfield on Saturday in the FA Cup fifth round, and the 26-year-old left-back has warned the Reds that they must not be complacent against the Championship side.
“It’s good that we’re at home but they have a good team and a great manager, so we have to be careful,” added Enrique. “Any team you play, it’s not easy. Anyone can beat anyone.
“Of course, we’re Liverpool and we have to win – but the truth is you could lose to anyone. So we have to try and be 100 per cent like every game and not believe that because we’re in the Premier League we’ve beaten them already. That’s not true.
“If we don’t give 100 per cent we’re in trouble.
“When you play against Manchester United and Chelsea you are motivated because they are special games, but you have to treat every game the same to win.
“When I played for Newcastle, playing against teams like Liverpool and Chelsea was a dream. Brighton will come believing they can beat us. These games are really hard because they don’t give 100 per cent – they give 200.
“It’s important, like the Copa del Rey in Spain, and it’s a way into Europe. It’s an important title and we want to go as far as we can.”
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