Liverpool came close to ending their trophy drought under Klopp but lost in the Europa League and League Cup finals in 2016.
"You can dream every day," Klopp told a news conference on Thursday. "The dream of winning silverware is a given thing. You know you want to have it and we know how our desperate our supporters are to have it.
"We're all as greedy as they are but I cannot win the FA Cup in a press conference. It doesn't help if you make it too big before a game.
"We have to use the quality of our players, we have to use the quality of the squad to be successful at the end. I think we are on a good way but we have to prove it every day."
Liverpool were knocked out by Wolverhampton Wanderers in the FA Cup fourth round last season and Klopp will field a strong team on Friday.
"The line-up will be a line-up which shows all the respect we have for the FA Cup," Klopp added.
"I know that a few people have said that I don't respect cup competitions or something like that but that's actually not the truth.
"Maybe we have to make it a little bit more obvious."
Klopp also confirmed that attacking duo Mohamed Salah and Philippe Coutinho will miss the Everton game due to minor injuries.
The German refused to comment on speculation surrounding Coutinho's possible move to Barcelona and said that the 25-year-old was among a group of players expected to return in the league game against leaders Manchester City on Jan. 14.
(Reporting by Aditi Prakash in Bengaluru, editing by Ed Osmond)
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