Heynckes, who led Real Madrid to victory in the competition in 1998, said it was his job to give both a sense of urgency and of composure in his players.
Bayern Munich are the first team to benefit from home advantage since the Champions League was inaugurated in the 1992/93 season.
The last time a team played at home in a European Cup final was in 1984 when the visitors, Liverpool, beat AS Roma on penalties after a 1-1 draw at Rome's Stadio Olimpico.
Only Real Madrid, in 1957 and Inter Milan, in 1965, have lifted the European Cup in their home stadium.
"It is an historic opportunity. We will never relive it again, to play the Champions League final in our home stadium," said the 67-year-old coach, in his third stint at Bayern.
"We could lift the trophy for the first time in 11 years. Real's win [in 1998] was 32 years after their last one. This is a great opportunity for us and I need to drive it through to my players."
TINY ADVANTAGE
Heynckes, however, warned that the hosts had only a "tiny" advantage over their English rivals by playing at home.
"I do not share the euphoria that Bayern are the favourites. Chelsea is a team with players who have won everything at a domestic level and want to win the big prize now."
Chelsea lost in the final to Manchester United in 2008, while Bayern were runners-up two years later to Inter Milan.
"What we should do in the final is continue our very good home run in this competition. But we only have a tiny advantage of playing at home."
A victory on Saturday for Bayern, who have won all seven home games in the competition this season, would make Heynckes the fourth coach, after Ernst Happel, Jose Mourinho and Ottmar Hitzfeld, to have won the top European club prize with two different teams.
"I think it is my task through my long experience to transfer a sense of composure and calmness to my players. Tomorrow will be a dramatic game as both teams are in search of success."
NO PENALTIES
What Heynckes would not like to experience on Saturday are penalties, despite Germans generally enjoying a good record against English sides when it comes to spot kicks.
"I hope we can avoid that. It would be our third match with penalties this season and at my age I do not know if my heart can take it," said Heynckes, blushing and laughing out loud.
Bayern needed penalties to oust Real Madrid in the semi-finals and also advanced in the German Cup with a spot kick victory over Borussia Monchengladbach.
Heynckes, however, ruled out practising penalties before the final. "It does not make much sense to train for penalties and I do not think we should do it. They have nothing to do with talent. It is the mental strength that helps a player score a goal."
