The Latics had never previously been beyond the quarter-finals but victories over Everton and Millwall booked their place in the showpiece against Manchester City, with a first foray into Europe already assured.
Wigan have long lived in the shadow of the town's rugby league team, who are no strangers to trips to Wembley themselves, and respective allegiances have divided the town.
But the Latics' 'Believe' campaign as they chase FA Cup glory and Barclays Premier League survival has seen blue posters adorn streets and houses, and the team were given a public send-off at Wigan train station on Friday afternoon.
Martinez said: "It is great to see the posters and the flags. We always have this unique way of supporting our two sporting clubs. People think the rugby and football are separate. It is not true.
"Even in the semi-final we had incredible support from the rugby people. We are representing the whole town.
"The success of the two clubs is important for our town. Only sport can bring people together like this. It is something the players are well aware of. It is going to be an emotional day."
Wigan certainly go into the match as underdogs against the 2011 cup winners, and Martinez hopes the opportunity to surprise people can counteract the nerves.
Few pundits gave them much chance of defeating Everton at Goodison Park in the quarter-finals but the Latics came away with a 3-0 victory.
The Spaniard said: "The role of the FA Cup finalist is one you have to accept. There are a billion people watching this game. That is incredible. To be in a position like that is something you need to embrace.
"Our best football this season was when we went to Everton in a similar situation. Not many people expected us to perform in that manner. Hopefully we can keep that freedom."
Unless Wigan exceed their own previous acts of remarkable escapology, the Latics will be playing npower Championship football next season.
But to do so as FA Cup winners would be a huge feather in the cap of a club who did not play in the Football League until 1978.
"Winning the FA Cup would be there forever," said Martinez. "Just arriving in the final is a photographic moment in the history of our football club. Winning a major trophy would take our club to a different level.
"When we signed Roger Espinoza he was already a Wigan fan, which makes you aware our exposure around the world is bigger than many people think. But this is as good as it gets and we need to take advantage."