They are only the second team ever from the division to reach the final after beating Aston Villa 4-3 over the semi final, following wins over Arsenal and Wigan previously.
“This is dreamland, hopefully we will have a great following at Wembley and do the club proud,” goalkeeper Matt Duke told Sky Sports.
“I am not convinced it will ever sink in. You dream of this as a kid, playing at Wembley, and like I say I just want to do the club proud.”
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.