"We have had a brilliant season so far and we are exactly where we wanted to be - in the finals of both the Heineken Cup and the Magners League - but we have nothing won yet and we still have it all to do," said O'Brien.
"There is a lot of excitement about the place thinking about what we could possibly do. But if we don't win something we will just be the same as everyone else, taking early holidays.
"We know what we have to do - we have to go out and win a trophy, it is as simple as that.
"I was only involved in the 2009 as a replacement and I never came off the bench so, if selected, this Heineken Cup final will certainly be the biggest game of my club career.
"It is an absolutely massive day for the players, the club and our phenomenal fans - we know we simply have to perform for them as well.
O'Brien was named Heineken Man of the Match in half of Leinster's Pool 2 matches, in both ties against Racing Metro 92 and the home clash with Saracens, and was again Man of the Match last weekend in the 18-3 Magners' Play-Off win over Ulster Rugby.
"Way back when the Pools for this season's Heineken Cup were drawn you knew Saints would almost certainly be there or thereabouts at this stage as they have quality throughout their whole side, we face a huge physical task and we will give them the respect they quite rightly deserve," said O'Brien.
"They have strengths all over the field and no real weakness but I guess their greatest strength is in their front row and pack, they have dominated teams in recent weeks.
"However, their back three are all very elusive and you cannot afford to kick poorly against them as their ability on the counter attack is a real threat.
"They have been very impressive in becoming the first team to reach a Heineken Cup final unbeaten and they have had some massive performances to get there, against Ulster and Perpignan in the knock-out games in particular.
"But we are playing pretty well and we have hit some good form of late so we will be focusing on the way we want to play, on individual roles and those of the team.
"We had massive physical contests against Leicester and Toulouse and we did what we had to do but now the Saints will be a different kettle of fish with different challenges. They are playing good rugby and, just like ourselves, will come out to give total commitment and effort to winning the cup.
"I have played at the Millennium Stadium a couple of times - I won there with Ireland under 20 - and it is a fabulous stadium with an unbelievable atmosphere. With the roof closed that will certainly raise the volume of noise.
"It is great for coach Joe Schmidt to take us to a Heineken Cup final in his first season with Leinster and he is one of best coaches I have ever worked under."