The Reds have not won a trophy since the FA Cup in 2006 or been in a final since being beaten by AC Milan in the Champions League the following year.
Since then the personnel has changed significantly but Dalglish has faith in the experience of his squad to bring home some much-needed silverware.
"I'm not very emotional. I suppose like everything else in life every person is not going to act the same to situations," said Dalglish, who has made 27 appearances at Wembley as a player and manager.
"Emotion and nerves will be helpful to some and detrimental to others but is part and parcel of football and it is how you handle it.
"There are a lot of people with different personalities who will handle it totally differently.
"But if you are not going to enjoy getting to Wembley you have a bit of a problem. It didn't affect us (the all-conquering Liverpool side he played in) too badly I don't think.
"We had our share of victories, and we also lost, but I don't think we won because the other people were more affected by emotions than we were and I don't think we lost because we were more affected then them.
"A final is not really different from any other matches. Character and luck play a huge part in every game.
"You wouldn't say a final is just another game because it is a final at Wembley but all the other ingredients which go into getting the result are exactly the same.
"Whether you have experience of being somewhere (Wembley) before doesn't mean it is going to be helpful.
"I may have some experience, although it was a while ago, but Steve Clarke (coach) has been there more recently than me (with Chelsea) so he has experience as well."
Liverpool enter the game as favourites against Championship opponents Cardiff.
But the Scot knows it would be dangerous to under-estimate a club who have been to Wembley more times than the Reds in the last five seasons, playing in the FA Cup final and Championship play-off.
"It's not necessarily more pressure. There is always going to have to be a favourite but you only get out of the match what you put in," he added.
"Favourites have lost before, although not too often, but we have to overcome Cardiff on the day.
"We will go there best prepared and see what happens. We won't jump ahead. We've got the final, which is one step, now let's see what we do when we get there.
"We will try to be as normal and as well prepared as we possibly can and make sure we get all the other things in the right order."
Much has been made of how ending their cup drought could be a pivotal moment in the club's recovery from a difficult few years under the reign of former owners Tom Hicks and George Gillett.
Dalglish, however, prefers not to get too far ahead of himself.
"Who is going to decide whether this cup is important or not?" he added.
"I think we just need to have a winning mentality."
Asked how proud a moment it would be for him to walk out in front of a Liverpool team at Wembley for the first time since the 1990 Charity Shield Dalglish said: "How do you measure pride?
"Every final is different. The best one in my mind is the most recent one - if you win it.
"Beforehand they are all fantastic occasions but the most memorable ones are the ones you win.
"It will be two Glasgow boys walking out at Wembley in front of their respective teams (referring to fellow Scot and Cardiff boss Malky Mackay) and I am sure they will be two very proud Glaswegians."
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