Who better for Gary to talk to than his fellow legend and captain, Alan Mullery, the man who lifted the trophy when we first won the League Cup back in 1971.
As captains together, they've both experienced what it's like to lead a team out at Wembley, win a final and then lift the trophy - and they speak about that special moment here...
They were also both present at the Lane on New Year's Day when the Spurs Class of 2015 beat Chelsea 5-3 and both legends are confident going into Sunday's showpiece.
Alan said: "Last time we were at Wembley in a cup final against Chelsea we beat them and the way we can play - and we saw it down here at White Hart Lane, when we hit five past them - and we can beat Chelsea.
"Look, Chelsea are probably the best team in the Premier League at the moment, but they can be beaten and Wembley, as we all know, is the ideal place to do it!"
Gary, who lifted the FA Cup in 1991, added: "I was here for the game on New Year’s Day and Chelsea can be vulnerable, certainly if you can get around the back of them and certainly on that day, Harry Kane completely bossed Cahill and Terry.
"In midfield, the Mason/Bentaleb partnership works well and if you can get at them, I think we can cause a surprise."