Arsene Wenger’s side survived a scare against the holders, equalising eight minutes from full-time through Per Mertesacker before finally winning 4-2 on penalties following a 1-1 draw after extra time at Wembley.
Gunners goalkeeper Lukasz Fabianski was the hero in Saturday’s shoot-out, with his two saves from Gary Caldwell and Jack Collison while Arsenal converted all four of their spot-kicks.
Spanish midfielder Arteta was one of those successful penalty takers and he hopes the relief of reaching Arsenal’s first FA Cup final since 2005, when they defeated Manchester United to win the club’s last trophy, will give a much-needed morale boost to a squad low on confidence.
“It gives us confidence and a little bit of enthusiasm and something to look forward to at the end of the season,” Arteta said.
“I don’t think we were nervous. I think we were concerned because it is a semi-final and small details can be important.
“We were very unlucky to go a goal down but the lads reacted really well. After that we played much better and really went for it.
“We had the chances and were thinking this was not going to be our day, but in the end we have done it.
“We are really happy to make the final. You have some tough moments. I don’t know any team in the world who won any competition that didn’t go through some difficult moments.
“We were in probably the most difficult moment we have been in the FA Cup, even though we had already played Spurs, Liverpool and Everton.”
There were long periods when Arsenal struggled to impose themselves against second tier Wigan, suggesting their recent struggles have left mental scars.
A dismal run of results has cost Arsenal a potential Premier League title challenge and they slipped out of the top four on Saturday when Everton defeated Sunderland, but Arteta is convinced they can go on a winning run to qualify for the Champions League, starting against West Ham on Tuesday.
“We got through a tough game and we are really happy. Now we have to just click again because on Tuesday we have another massive game coming up,” he said.
“Lets prepare for the game the best way we can because West Ham will be tough opponents and I think we might have lost a few players injured today.
“It is a lot of pressure and stress. We want to give everything. It is a massive game for us but we have a lot of young players so hopefully they will be fit.”
With their Champions League place in the balance, Arteta hopes the return of Wales international Aaron Ramsey, who started his first match since Boxing Day after a thigh injury, can add a more dynamic thrust to a sometimes timid Arsenal midfield.
“Aaron has been one of the most important players for us in the first part of the season,” Arteta said.
“With him and Theo (Walcott) we lost two massive players at important moments. Hopefully having Aaron back will give us something different.”
Ramsey was just relieved to get back in action after a frustrating spell on the sidelines.
“It’s been really frustrating. I wanted to get back out there as quick as possible and help my team, but things happen. It was a disappointing time,” he said.
“We definitely had a few bad results away from home against the top teams.
“It kind of hits the confidence a bit, but we are in the final of the FA Cup and we are still battling for the top four, so this could still be one of the most successful years at Arsenal for many years. We have still got a lot to play for.”