Everton haven't beaten Liverpool at Anfield in 19 years and Republic of Ireland international Coleman says that has to change.
"It [our last win] was a long time ago and we need to look forward and we need to give the new players a bit of a taste of what it's like to win one of these games, and the fans as well," he told 'Sky Sports'.
"It's easy to come in here and say all the right things in an interview, I'm sure we have done over the last five or 10 years and not turned up on the day.
"We need to turn up on Sunday and do our talking on the pitch. This is a massive game for our city and we've been on the receiving end too many times, and there'll be a few tackles going in this weekend but we're looking forward to playing our game.
"The manager sets up to try to win the game, no matter who we've played this season, and that'll be no different I'm sure on Sunday."
Everton have spent big in recent years in their attempts to become a Premier League power and Coleman believes that it is only a matter of time before the club starts winning trophies.
"It feels like [a club that's going places], being around the training ground with the improvements being made every day to the facilities, the owner and money we're spending - which in my time at Everton hasn't been the case," he explained.
"It's about getting it right, bringing in the right players and I think we did that in this window. The next thing for the club is winning a trophy, that's what you want as a player.
"It's great to finish as high up the league as you possibly can, but for a club like Everton to win an FA Cup would be amazing. It would mean a lot to the fans, and a lot to me."