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6 year oldThe Reds lost 4-2 in the second leg in the Italian capital but still advanced to face Real Madrid in Kiev on 26 May.
Klopp described the game as "wild", adding: "It was a little bit exciting - more exciting than I actually wanted.
"It was the first semi-final for most of the players so it was normal to have to keep nerves in."
Liverpool won the first leg at Anfield 5-2 and Klopp insisted they were "100% deserved finalists", although he admitted they ultimately needed a bit of luck to get through the semi-final.
"You don't come without luck. We needed it only one time tonight. Real Madrid needed luck too. That's how it is," he told BT Sport.
"The boys deserve it, the mentality, character and football they showed - it was just crazy."
Liverpool have already won the European Cup five times - more than any other club in English football.
Their most recent victory came in 2005, when they recovered from 3-0 down at half-time to beat AC Milan on penalties in Istanbul.
Midfielder James Milner: "We know how to make it interesting, don't we? That's what it is all about though - these scenes right here.
"Nobody said getting to the Champions League final is easy and we've beaten some great teams on the way. It was about getting the job done and now we're through to the final.
"We have to enjoy this but not for too long as we have another important game this weekend. I might stretch myself out to some Ribena or something, maybe!"
Defender Andy Robertson: "What a thing to be involved in! We've come through every challenge we've been set. We'll have a great day in Kiev - whatever the result.
"Last season we were fighting for our lives at Hull, now I feel like I'm at home. I'll certainly enjoy Kiev."
Former Liverpool captain and Champions League winner Steven Gerrard: "You see the celebrations in the crowd and I know what it means. I know the following this club has got.
"These fans just want this club to compete and they want to be proud of their team. This manager has got them flying. If they go one step further this could be the start of something special under this manager."
Midfielder Georginio Wijnaldum: "It will be a nice game [against Real Madrid]. If you want to win the Champions League you have to beat any team. They have lots of good players but so do we."
Captain Jordan Henderson: "We never do it the easy way but it was an amazing effort. Overall we handled the situation well apart from the last 10 minutes. We need to stop that but I'm delighted we're in the final.
"We have another important game on the weekend against Chelsea and then we have Real Madrid in the final. We will go there with confidence."
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