Despite trailing Stoke City 1-0 in normal time with the score locked at 1-1 on aggregate, Liverpool went on to win the clash 6-5 on penalties, with Joe Allen netting the decisive spot-kick.
England midfielder Lallana admitted his side underperformed during the opening 45 minutes and needed to improve.
"In the first half we were poor and there were a few strong words at half-time. Not just from the manager but from ourselves. We knew it," he said.
"We told each other we had to be more composed on the ball, to want the ball and play out from the back, rather than hitting it long, which we did a few too many times.
"I thought we settled down in the second half.
"It was always going to be a scrappy game and a battle, particularly the longer it went on. We held our nerve in the penalties, which was the most important thing."
It was not the first time this season Anfield hosted a dressing room face-off, with visitors Manchester United players audibly upset with one another during the interval of their eventual 1-0 win.
Whilst the exchange was not as extreme as United’s, Lallana said the players were honest in their conviction and needed to converse directly in order to inspire a better performance.
"It wasn’t over the top, like it was with United. We could hear them kicking off from our dressing room," he added.
"We tried to have a bit more structure, but all knew we hadn’t been good enough. It was all about getting through and we are at Wembley now.
"We have got a chance to win a trophy, which is brilliant.
"I won the Johnstone’s Paint Trophy with Southampton at Wembley and you might laugh but I am proud of that.
"This will be completely different again."