The Hornets take on Crystal Palace at Wembley on Monday in a game widely dubbed "the £120 million match", with the winner earning a lucrative and prestigious place in the Premier League next term.
But, while Zola confesses no-one at the club planned for promotion this season, he insists that his team are ready to make the most of their chance.
|7/5||Watford are 7/5 with BetVictor to beat Crystal Palace within 90 minutes in the play-off final
"We are OK; we're doing everything we have to do to prepare for the game. Right now no-one is feeling nervous. That might happen later but, for the moment, it's fine.
"We've had a lot of time to calm down from [the semi-final]. It was a great experience for all of us and we learned a lot. We've been through a lot of emotions but we came out of it in a really good way and we're delighted for the opportunity we have now.
"[Promotion] would be a fantastic achievement for me, for all of us. It would be the culmination of a great year."
Palace are formidable opponents, having impressively seen off Gus Poyet's Brighton in the semi-finals, and Zola is full of praise for the job that opposite number Ian Holloway has done at Selhurst Park.
"I think he's done a very good job, a great job," the Italian enthused. "Palace are a very good team and we respect them very much. I hope the better team wins. If it's us, then good, but if it's them we'll applaud because that's the way football is."