Hesson told the Herald that although it had been a series of "mixed performances" the Black Caps were happy with their position heading into Wednesday's match.
"We've been high flyers into a few finals in recent times and been unbeaten going into them and it hasn't quite worked our way, so it's nice to limp into a final and we'll see what happens," he said.
"It's not like we've been poor, just in some of those key times we haven't nailed it."
"We had three really good games recently, very close games, and two of those losses we felt that we were in positions to win so we're not far off and obviously having made the final we give ourselves a chance, which is great."
Hesson said that the Black Caps loss to England produced "mixed emotions," but that making the final was what was most important.
"Obviously you go into every game trying to win it and we're obviously really well aware of what we needed to do to reach the final, but we put ourselves in a position to win it," he said.
"We got ourselves in a position where we could have won it, at the end they bowled good death and we didn't adapt as well as we should have."
"When you're under pressure like that you do end up chasing the game and part of T20 cricket is trying to be ahead of it, and that's easier said than done."
The Black Caps will be looking to make a comeback at this week's finals, after Australia claimed victory over the Kiwis in a record-breaking semi-final clash.
It was confirmed that the same wicket would be used on Wednesday, however, Hesson didn't rule out any potential changes to the line up.
"We've made a late change the last time we were here, we'll have to look at were we think it's going to turn," he said
"We're gonna come up with a couple of different things and see how that works."
Despite the recent result for the Aussies at Eden Park, the world renowned venue was criticised by Australian commentator Jim Maxwell, who called on the International Cricket Council to "ban" the Auckland ground as an international venue.
Likewise, England's coach Trevor Bayliss has called for the overall end of T20s in the international cricket programme.
But Hesson said he believed that hosting the match at Eden Park was great for the game and that T20 was a "meaningful" series that shouldn't get scrapped.
"For New Zealand cricket to get 35,000 thousand people to Eden Park is huge for us, huge for the game, huge for the promotion of the game, and we certainly get great support for T-20 internationals over here," he said.
"Every international you play is incredibly meaningful, you've got guys who only play T-20 and it's their chance to play international cricket, so it's absolutely meaningful."