The Golden Knights defeated the Los Angeles Kings in the Western Conference First Round (four games), San Jose Sharks in the second round (six games) and Winnipeg Jets in the conference final (five games) to reach the Cup Final.
"We have more games to win," said general manager George McPhee, who hasn't been in a Cup Final since 1998 when he was GM of the Washington Capitals. "It's why we're here. We're not just satisfied at just getting here.
"We've all been around the game long enough to know you don't get these opportunities very often. For some of us, it's been 20 years."
On Wednesday, the Golden Knights held their first full practice since advancing Sunday. Goaltender Marc-Andre Fleury and forward James Neal did not practice (maintenance).
In the Cup Final (which begins Monday), Vegas will play the Washington Capitals, who defeated the Tampa Bay Lightning 4-0 in Game 7 of the Eastern Conference Final on Wednesday.
William Karlsson, who has 13 points (six goals, seven assists) in 15 playoff games, said the Golden Knights have justified becoming the third team in NHL history to reach to the Cup Final in their inaugural season, joining the Toronto Arenas (1918) and St. Louis Blues (1968).
"I think we deserve it," the forward said. "We beat three great teams to get to this spot. No one believed in us, now they're saying it was unfair and things like that. I think we deserve to be here, and all the fans, the city, deserve to be here."
NHL.com correspondent Danny Webster contributed to this report.