City carry a 2-1 advantage into the second leg of their semi-final tie at the Etihad Stadium on Tuesday.
Guardiola said: "It is a privilege to be here. For most of us in this club it is the first time and we are going to do a good game.
"What we have to do is win the game and after we will see what happens."
Guardiola won the competition twice with Barcelona but this is the furthest he has got in five attempts with City.
The Spaniard has often been accused of over-thinking matters in the past but he insists his message to his players is a simple one.
He said: "We arrive in a good moment and I said to the guys, 'Don't think too much to win the game'. It's like we have done many times this season.
"It is the same message of the last six or seven months. We approach this game like another game. We start with a small advantage but we have to play to win the game. This is all we are going to do."
PSG have a fitness doubt over one of their star players, Kylian Mbappe, but Guardiola is fully expecting him to feature.
He said: "He is going to play – and I am looking forward to him playing, for the football and the game itself."
Defender John Stones is confident City can complete the job and reach the final for the first time in the club's history.
He said: "I think (we are) quietly confident, we have to be. It is a big occasion for us as players and as a club, a chance to get into a Champions League final.
"We have got to go into it where we left off. We are really confident and excited for the challenge ahead."