"I think it's going to be difficult waking up. Every night I watch and get goosebumps when I see guys win," the 46-year-old France coach, who won the World Cup and European Championship as a player, said on the eve of the game in Paris.
"When we manage to come together we are a beautiful country, and I think we needed this after all that happened just before the competition."
France came into the Games mired in a political crisis with the far right at one point threatening to win power in legislative elections last month.
But it has shaken that off with a successful Olympics in which the host nation sits high up the medals table.
The likes of swimmer Leon Marchand and judo star Teddy Riner have helped lead France to a record medal haul, and Henry's team are guaranteed at least silver after beating Egypt in the semi-finals to make it to Friday's showdown with Spain.
"This is a special event because normally you don't think about finishing second or third but for me the story is a success and now let's make it better," Henry said.
France's chances in the Olympics on home soil were hit by their failure to secure the services of superstar striker Kylian Mbappe and several other players who Henry hoped to include in his squad.
But he has built a team that won all three group games before edging out Argentina and overcoming Egypt in extra time to reach the final.
Now they will play in Paris for the first time since the tournament began as they aim to win their first football gold since 1984.
"We are only beginning to realise what is going on because we have not been in Paris," admitted Henry, part of the France squad when they won the World Cup as hosts in 1998.
Meanwhile Henry was full of praise for winger Michael Olise, who has been one of France's standout players at the tournament.
The 22-year-old, who has just signed for Bayern Munich after an impressive season at Crystal Palace in the Premier League, was born in London but has chosen to represent France at international level.
"He has enormous quality and I think you've seen nothing yet," Henry said.
"He could have gone to the Euros with England but he wants to play for France. It's his dream. I have enormous respect for that."
