Mustafi was part of the the Gunners back line that conceded 51 goals in 38 matches in the Premier League last season, leading them to finish in fifth place. As a result they must win in Baku on May 29 to qualify for the Champions League.
The Germany international attributed some of the defensive problems to teething problems under new manager Unai Emery, and believes some of the issues have been blown out of proportion.
“[The final] is going to be a game where one mistake punishes you and that’s why we’ve got to be very careful,” Mustafi said in a press conference.
“Our job as defenders is to try not to concede goals, but if you make 90 percent of your job and in the 10 percent the opponent scores a goal, people forget about the 90 percent
“The coach prefers that we make mistakes but still play our game instead of just playing anything so he cannot identify us with the game we were supposed to be playing.
“You want to finish the game knowing you did this, this, this and that is why you won the game. Rather than saying, ‘How the hell did we win that, because we were bad’
“That will not bring you consistency. You are not going to win without an identity and that was how we wanted to play.”
Mustafi acknowledged that his team were inexperienced in major finals, but that their motivation for success was greater as a result.
“In our team not a lot of players have played in a club level final like this, so for us it is huge,” he continued.
“You can tell me what you think, a lot of players, experienced, who have played a lot of finals or a team which is motivated for their first game.
“It depends how you see it, I think it’s more positive when you have no experience because you go there, you are looking forward to win it. For us it’s more positive than negative.
“Winning a trophy is very important because that is what you’re counting at the end of you career.”