Bennett has been a first grade coach for 27 years and made the finals 23 times, including seven premierships - six with Brisbane and one with St George Illawarra.
His skipper Jarrod Mullen, who has been at the Knights since 2005, has never even played in a preliminary final.
"This is uncharted waters for these guys,'' Bennett said.
"They've got here because they've kept it simple and they've kept a focus on what they've got to do so if they get ahead of themselves they will blow it all out of the water, so it's my job to make sure that doesn't happen.''
Bennett said he hadn't given the Roosters any thought, but said self belief in the squad was high.
During both earlier clashes this season with the Storm the Knights led but let Melbourne back in and that they didn't in the semi-final showed their progress.
"That's how far we've come, we couldn't finish them off then but this time we got in front and we did finish it so we continue to grow as a footy team,'' he said.
They could be forced to do it without halfback Tyrone Roberts, who suffered a knee injury late in the game and will have scans on Sunday.
Storm skipper Cameron Smith was a shattered man after feeling his team had the talent to go all the way again.
He said his team lacked the urgency and intensity, particularly at the start of games, that they needed for September action.
"It's not so much that we are out of the competition but the way we went out,'' Smith said.
"It wasn't our best performance last week or against the Knights.
"We had a team capable of doing something this year but we didn't play good enough when it matters and that's all it comes down to really.''
Storm winger Sisa Waqa could miss the World Cup with his native Fiji after suffering a grade two medial ligament tear midway through the second half.
-AAP