Jose Mourinho's charges progressed into the final thanks to a 2-1 victory over Tottenham Hotspur at Wembley, after goals from Alexis Sanchez and Herrera nullified an early opener from Spurs playmaker Dele Alli.
"We have won nothing yet. We all have to stay calm and prepare for the final properly," Herrera told the club's official website.
"We still have to play a final and a final at Wembley is always a special game; you never know what can happen.
"So let's prepare properly, but now let's focus on Arsenal [United's next league game] because we want to finish the season in second."
United will now play either Chelsea or Southampton as they go in search of their 13th FA Cup crown.