Arsenal have climbed to third in the Premier League after a run of seven victories in their past eight matches.
That run included a fine 2-0 success at champions Manchester City in January, a match in which Arsenal drew plaudits for a strong defensive showing and a masterclass in counter-attacking football.
While some pundits believe similar tactics could put holders Arsenal into the semi-finals, Wenger wants his team to play on the front foot at Old Trafford.
"At Manchester City, we scored the first goal, then we were on a defensive foot because they had to come out, and that [who scores first on Monday] is not predictable," he said.
"But what is for sure is both teams will go for it, so that means we will have to attack well and defend well.
"You have to analyse it. You also have to look at ways of possession - is it in your own half or is it in the opponents half? If it is in your half, it can be a bit illusionary possession.
"I still think possession is an important part of the game - you cannot go into a game and say you do not want the ball.
"Sometimes you do not have the ball because your opponent is better, sometimes you are leading 1-0 or 2-0 and your team is focused on defending the advantage.
"But overall I still think it is very important that the sport rewards people and teams who take initiative."
