The 37-year-old striker spent four seasons with the Magpies, scoring more than 50 goals, before joining Harrogate last summer.
Ahead of the North Yorkshire outfit’s bid on Sunday to secure a first-ever promotion to the Football League at Notts County’s expense, Stead told the PA news agency: “It’s a strange one.
“I can appreciate things a lot more. I have a better understanding of the game and what it means to other people.”
While there will be no fans at Wembley, there will be cardboard cut-outs in the stands, including two featuring images of Stead’s friend Jordan Sinnott, the midfielder who died in January aged 25 after being assaulted.
Stead, Sinnott’s former team-mate at Huddersfield, said: “They were in the stand on Saturday and it was brilliant just to almost feel his presence there.
“He’ll be there watching at Wembley, so it will be nice again to have him there.”