On Bank Holiday Monday, Harrogate Town captain Josh Falkingham did however do exactly that as the Sulphurites made history once again in front of the famous arch.
Nine months on from the 3-1 National League play-off final success over Notts County which saw them promoted to the Football League for the first time, Falkingham and his team-mates sank Concord Rangers to secure the 2019/20 FA Trophy.
But, what exactly does it feel like to do such a thing, to actually realise the dreams of so many during what has been a fairytale ascent up the English pyramid?
"It's the best feeling ever," said the 30-year-old ex-Leeds United midfielder, who arrived at Wetherby Road when the club was still in the sixth tier.
"As players, not just me, there's a small group of us who have come through the journey from National League North, who have made some incredible memories.
"My first day at the club I remember being sat in the car with Ben Parker and I said 'well be going to Wembley one day'. I just had that feeling. I didn't expect to come twice in a year, and not just come twice, but win twice.
"These are just amazing, amazing times. What we've done at this club over the past three or fours, it's been unbelievable. To come down to Wembley and win two games of football, we deserve a lot of credit and I'm just absolutely delighted for every single person involved.
"These people, they're not just colleagues, they're good friends and that just makes what we have achieved all the more special."
What perhaps made that magical moment even more special for Falkingham personally is the fact that his decisive 76th-minute strike was his very first of the season.
"It's not like me is it, to find myself only five yards out from goal," he joked.
"I did my best to miss it, don't get me wrong, it came off my heel a little bit, but when the ball hit the back of the net I was absolutely delighted.
"I sprinted off and I didn't know what to do with the celebration. I slid and I think it took about 10 minutes for the lads to get to me, I almost turned around to say 'where are you?' because I think that they were just as surprised as me."
Although they ran out deserved winners in the end having dominated possession and created a host of goal-scoring opportunities, Town did not have things all their own way against their National League South opponents.
George Thomson, Jon Stead and Lloyd Kerry all went close to breaking the deadlock in the first half, with veteran Stead guilty of spurning his side's clearest opening when he shot tamely at the inspired Chris Haigh from close range having got on the end of Dan Jones' left-wing cross.
But, what Harrogate served up during that opening 45 minutes was not good enough for boss Simon Weaver, who gave his players a dressing down at the interval.
What followed wasn't too much better initially, and the Sulphurites could easily have found themselves chasing the game on 55 minutes.
Having failed to deal with a long throw-in from the left, the ball was nodded into the path of an unmarked Jack Cawley by Ryan Charles, though the big defender somehow cleared the cross-bar when it looked easier to score from no more than three yards out.
A brief spell where the Beach Boys just started to look a little bit more threatening safely negotiated, Town reclaimed the ascendancy after introducing Mark Beck and Ryan Fallowfield from the substitutes' bench.
Only a fine last-ditch challenge prevented Beck from converting Falkingham's cross from the right at the near post, then Haigh did well to turn a Thomson volley around his post.
The recently-arrived Brendan Kiernan was next to go close, nodding a difficult chance wide of the mark from Kerry's lofted pass, but the breakthrough finally arrived on 76 minutes following a probing run infield off the left by Jack Muldoon.
Town's leading marksman stroked the ball beyond the despairing dive of the excellent Haigh from just outside the box, and although his effort rebounded off the foot of the upright, Falkingham followed up to side-foot into a gaping net.
"Wembley is a place for winners," Falkingham added.
"You don't ever want to come away from here having lost and this could have been a massive banana skin.
"Concord were excellent first half, full of energy and and made it difficult for us, but we simply weren't good enough.
"We needed to turn things around and we make things difficult for ourselves sometimes but it were just nice to finish the game strongly and I think we just about deserved it in the end."
Concord Rangers: Haigh; Pollock, Roast (Martin Sorondo 83), Sterling, Cawley, Payne; Blanchfield (Wall 79), Blackman, Simper; Reynolds, Charles (Babalola 59). Unused substitutes: Wilks, McFadden, Search, Hernandez.
Harrogate Town: Cracknell; Burrell, Smith, Hall, Jones (Fallowfield 62); Thomson, Falkingham, Kerry, McPake (Kiernan 67); Muldoon, Stead (Beck 61). Unused substitutes: Belshaw, Francis, Lokko, Williams.
Referee: P Bankes (Lancashire).