Earlier in the campaign, Lincoln were very much in the shake-up for automatic promotion along with Hull and Peterborough, before a dip in form over February and March saw them fall back.
“It is about playing the game and not the occasion. There is a lot of truth in that,” Appleton said.
“First and foremost, we need to make sure we turn up and start well. We need to play better than we did in the first half (against Sunderland) on Saturday.
“Secondly, we need to respect the opposition and know what their strengths are and try to limit them to as few opportunities as possible.”
Appleton added: “It is very difficult because of the size of the game, but it is about getting the players to focus on the 95, 98 minutes, whatever it is, rather than what is going on around them.”
Blackpool boss Neil Critchley has challenged his squad to finish the job and secure promotion to the Championship with victory over Lincoln in the Sky Bet League One final at Wembley on Sunday.
The Seasiders finished third in the table, and came through their semi-final against Oxford with a 6-3 aggregate win, having given themselves a comfortable 3-0 lead from the first leg at the Kassam Stadium.
It has certainly been a season of progress at Bloomfield Road under Critchley, who was appointed manager in March 2020 after leaving Liverpool’s Under-23s.
Critchley, though, knows it will feel like all that counts for nothing should they not deliver the required result on Sunday.
“It’s been a good season so far, but we want it to be a great season,” the Blackpool manager said at a pre-match press conference.
“It all comes down to one game between two good teams and whoever wins will be deserving of going up into the Championship.
“We’ve had a good season. If you look at the things we’ve been through, the highs and lows and the start we had, then I have got nothing but praise for the players for the way they have adapted and improved.
“The consistency we have shown has been outstanding, but I’ve said on many occasions I know the strength of the squad we have got and the quality we have got in the dressing room, so my job is to always challenge them and make sure I get the best out of them.
“I think they’ve done that, but we are not quite finished yet.”