ht's legendary captain John Muldoon ahead of Saturday's historic game in the province's history.
And the 33-years-old, who has always led by example, says it is not going to be easy to win that much-prized first major trophy.
"It is fantastic. It’s great to get to a final, but we’ve got to try to win it now," he says. "I thought Leinster were outstanding [against Ulster]. Defence won the game, I think that five-minute period just after half time was what won them the game.
“Big days and big occasions and the big men come to the fore. Heaslip, Sexton, all those lads were very, very good. We have our work cut out.”
No senior player has struggled through the toughest of days with Connacht than Muldoon, who praises the province's stalwarts for their faith and fortitude.
"I’m just delighted for everyone out there. There’s lots of people who’ve been coming and supported Connacht Rugby for longer than I have, and I’m delighted for all of them. It was good to see a few ex-players in the crowd as well. As much as we take advantage of the heroics of now, you’ve got to look back at all those people who put in a lot of effort – coaches. Eric [Elwood] texted me last night, getting in before the crowd, and I’m delighted for someone like him who has given a lot.
"At times the way the crowd got behind us and the fact that the momentum has always gone the way of the home team shows how important the crowd is. In the last few years the crowd has been huge, none more so than at the weekend. It was euphoric out there.
Muldoon admits having to pinch himself sometimes during this whirlwind season.
"It can be hard to fathom where we have come from, but it's a young team learning all the time. It has been questioned if we could finish off games, and the way we play, we are going to make mistakes. Against Grenoble and Treviso we got it wrong and we have had to learn quickly from that, and we have."
However Muldoon is hoping his "good track record" in finals continues, winning an All Ireland rugby final for Nenagh, Galway minor hurling crowns in 1998 and 99, an All Ireland minor against Cork in 2000, and a "litter of underage stuff with Portumna club".
"It might be hard to believe, but we have been talking about winning the finals for the last few weeks and months now. We probably haven't been saying it too loud, but we have been talking about it since we reassessed our goals a few months back. All roads were pointed at Edinburgh.
"So, no surprise that we are there. Leinster are going to be huge favourites, they've been there, done it all before. It's going to be a great game, but you'd have to back Leinster.
"It is a little bit surreal from where we have come and what we have done, but we are in a final which is superb and we have to win the shagging thing now."