Speaking ahead of the final in Leipzig, Germany, Glasner, who will leave the club after Wednesday's game, said victory would return Palace to a competition they "deserved" to play in this season.
Palace qualified for a debut Europa League campaign when Glasner guided them to last season's FA Cup, the first title in their history.
But UEFA stripped Palace's right to play in the competition due to multi-club ownership rules and they started in the Conference League instead.
"For me, the best thing would be winning tomorrow, but not just for winning tomorrow, but because then they play European football in the Europa League next year," Glasner said.
"Then we get next year what we should have got this year."
The coach promised to follow Palace's journey next season, even if he was no longer in the dugout.
"I would like to watch on TV that they start the Europa League with the desire and the confidence that they can win the Europa League as well.
"This would make me really happy, because then I see you can create a mindset together."
The Austrian said his side "fully embraced" the Conference League from the moment the decision became clear.
"For teams accustomed to playing in the Champions League, it might not be the most glamorous European competition.
"But when you are a club participating in a European competition for the very first time in your history, it is simply an outstanding experience."
Glasner, who won the Europa League as Eintracht Frankfurt manager in 2022, will sign off from Palace having overseen a level of success unprecedented in the club's history.
In addition to last year's FA Cup victory over Manchester City, Palace beat defending Premier League champions Liverpool in the Charity Shield to open this season.
Glasner said he told his players to relax and embrace the week.
"It's quite relaxed... We'll go to dinner. I don't know what the players are doing, but they're all adults. I hope nobody goes into a bar or something."
Glasner said injured duo Adam Wharton and Chris Richards trained on Tuesday, but a call on their inclusion will be made on match day.
"I'll only nominate a starting XI who is 100 per cent fit... Of course, they've still got some pain, but I think many players are feeling pain after such a long season.
"Everybody wants to participate, but a final decision will be made tomorrow."
Opponents Rayo are also on a fairytale run and could win their first major trophy in their history by winning on Wednesday.
Midfielder Oscar Trejo said his team wanted to repay the faith of their fans who have supported them on a "magical" run to a first European final.
"It's something magical," said Trejo, who will leave the south Madrid club after a decade, after Wednesday's game.
"It's something we dreamed of. It's been a tough process. We will go out all guns blazing tomorrow and we'll try and enjoy it to the very last moment."