The Mariners surged into their first decider in a decade with a 2-0 triumph over Adelaide United in Gosford on Saturday evening, winning the two-legged semifinal 4-1 and setting up a date with the three-time defending ALM premiers at Commbank Stadium on July 3.
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"In two weeks' time, there will be a bit of a David versus Goliath battle but we're looking forward to it," Montgomery told reporters. "We can't wait to walk out and, whatever happens that night, we'll give it a good crack.
"We know we can beat anybody, so we'll go in full of confidence and go in and try to win the game against a very good Melbourne City team."
And Montgomery admitted that perceived attempts from their opponents to down-play that form guide had provided some added motivation for his side.
"They had to come here and win, they were desperate," he said. "We wanted revenge because there's been a lot of talk coming out of Adelaide for the last couple of weeks.
"There's a couple of ways to lose. You can lose with dignity and accept that you got beat by the better team, or you can make excuses.
"And there were a lot of excuses over the last couple of weeks. I kept quiet, we kept quiet. I said to the boys, let your football do the talking.
"I think nobody can think any different than we deserved to get to the Grand Final."
After finishing the regular season in second, Saturday's progression continues a remarkable turnaround in the Mariners' fortunes.
In 2019-20, the same season in which City were beginning their run of four straight Grand Final appearances, the Mariners recorded their fourth wooden spoon in five seasons.
But in an unprecedented turnaround in fortunes in the three campaigns since, the Mariners have won more games than any ALM side other than City and played finals every year.
"Even going into tonight people still doubted us," said Montgomery. "I find it actually a little bit strange -- but that's football.
"For everybody tonight, for the fans and the community, I told the boys before the game that they've not only galvanised a club but a community and a region."