United, bidding for their third final appearance in four seasons, beat German side Schalke 2-0 away in their semi-final first leg on Tuesday but the 29-year old Serbia defender said there was no room for complacency.
"We played a very good match but we are not there yet," he told Belgrade daily Sportski Zurnal on Thursday.
"Just playing in the final is an incredible feeling and to lift the trophy at Wembley as the Manchester United captain would be the pinnacle of my career," said Vidic, who has won three Premier League titles and the 2008 Champions League with United since joining from Spartak Moscow in 2006.
"It would be a dream come true but all I am prepared to do now is take it one step at a time and look ahead to the next match, because we mustn't get carried away," he added.
Premier League leaders United are away to Arsenal on Sunday and although they are six points ahead of Chelsea and nine clear of the Gunners with four games remaining, Vidic said the title race was still wide open.
"We are close and it's ours to lose but it's far from over, because we are looking at two difficult matches away to Arsenal and at home to Chelsea, our rivals for the silverware," he said.
"But we are very optimistic because we are in good form, we are playing well and several key players have hit top form at just the right time.
"The manager has plenty of options to choose from, it makes almost no difference who's playing because everyone knows how the system works and that's produced the results.
"In between the games with Arsenal and Chelsea, we have to finish the job against Schalke but we have many players capable of being match-winners so we are confident."
The winners of the United v Schalke tie will play Barcelona or Real Madrid in the final of Europe's premier club competition, with Barcelona holding a 2-0 advantage from the first leg in Madrid.
