The Citizens survived a real scare against Championship side Bristol City in Tuesday evening's semi-final second leg, as their advantage was cut to 4-3 on aggregate after Marlon Pack and Aden Flint found the net.
Guardiola admits that lessons can be learned from the match at Ashton Gate, as he challenges his players to push on and add some silverware to the collection.
"We are so happy to be there, to reach this final," he told Sky Sports News. "We played an amazing game until 2-0 and then we lost control, these type of games never end until the end. This is a lesson for next weekend in Cardiff in the FA Cup and especially for the Champions League.
"At 2-0 we knew it would be easier because they needed three or four goals but with one minute left it was 2-2 and anything could happen. It's not for me, it's for Manchester City, a club who are trying to reach another level.
"We try to keep going, the important thing for me is to be there. We try to keep going in the FA Cup, in the Premier League. I know that we will be judged by trophies we win but we are so happy. Nobody can take away what we have done, but Chelsea or Arsenal are strong teams."
Man City, nine points clear of the chasing pack in the Premier League, remain on course to win an unprecedented quadruple this season.