The Dockers will face the reigning premiers on the back of eight wins from their past nine games.
And Lyon said the team was looking forward to the challenge of a must-win clash at the MCG.
"We believe in our game plan, we believe in each other, we're really looking forward to the challenge," he said.
"I'm really excited, I really believe in this group, it's a great challenge, but one we're up for."
Geelong beat Sydney last week at Skilled Stadium to earn the home final against Fremantle.
The Dockers handed out a thumping 61-point win over Melbourne to finish seventh.
Fremantle defeated Geelong by four points in their only encounter this season back in round 1 but Lyon said both that result and the Cats' recent finals records were irrelevant.
"Fortunately the past counts for nothing to be frank. When the ball is bounced we all start equal," he said.
Lyon conceded the intensity would go up but said he was excited by that.
"It applies to every AFL game, particularly finals and it gets harder to do against quality opposition," he said.
"But we feel all our indicators are standing up. If we bring it to life this weekend we'll be in good shape."
Geelong will be sweating on the availability of Paul Chapman after he was cited for striking in the win over Sydney.
But Lyon said Chapman's availability would not have a major influence on team selection.
"We're always monitoring the opposition and we employ opposition analysts and they'll rack them and furnish us with information," he said.
"We always pay due respect to the opposition but fundamentally it has been about us and our style of football.
"The way we play is the way we want to play with some slight tweaks with upcoming opposition."
Skipper Matthew Pavlich said the team would focus on their own preparation."It's about us making sure we dot every I and cross every T this week and our preparation is faultless and we go into the game Saturday night knowing that we couldn't have done anything more," he said.