The Schwarzgelben scored two goals in stoppage time to defeat the Andalusians and reach the semi-finals of the competition, where they beat Real Madrid.
They now face familiar foes Bayern Munich at Wembley in the showpiece and Klopp says the last-eight win inspired his side.
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"It may be a surprise that we are in the final, but it's not a sensation."
Klopp went on to say that his tactics are based on teamwork and the willingness to help your fellow players.
"Football is a team sport," he explained. "The whole point of this game is to help each other improve.
"With the exception of your family members, your team-mates should be the people you feel most comfortable around. That's my idea of football."
Meanwhile, club CEO Hans-Joachim Watzke believes that BVB are the only team capable of overcoming Bayern Munich, who stormed to the Bundesliga title and beat Barcelona 7-0 over two legs this season.
"I think there is only team at the moment that can beat Bayern - and that's us," he mused. "Of course everything has to fall into place and we have to play at the top of our game. But, yes, we have a chance. In any case, we will stretch Bayern to the limit."
Watzke went on to hail his side's group-stage campaign as the making of the team, with BVB having finished first in a group containing Ajax, Manchester City and Madrid.
"When the draw was made, I wasn't as disappointed as some other people who don't know us very well," he added. "Back then I said: 'this is the kind of group in which heroes are born.'
"I guess I've been proven right, but of course we never expected to make it this far when the season began."