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.
"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."
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."
"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."
"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."
"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.
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."
