"I think it sounds pretty good, it's an amazing feeling at the moment, I think you don't really believe it at the same time, right?" Røddik told AFP a day after Denmark had edged Euro newcomers Austria on penalties in the semi-final.
"It's been a crazy journey and I think before the Euros, you were dreaming about going to the final but I'm not sure that you really could believe that you would be there. So it's for sure a dream come true."
The 29-year-old Barcelona full back is playing at her third Euro tournament since starting her national team career in 2006.
In 2009, Denmark did not make it past the group stage, while in 2013 they crashed out of the semi-final after losing to Norway on penalties.
"Being in the semi-final, you just want to go to the final, and I remember that game against Norway because I actually think that we were worth going to that final," Røddik said.
"We ended up in penalties as well and like always with penalties it's so difficult."
"When you stand there in the semi-final it's not so easy, I remember we were so disappointed. And yesterday I was like, this can't happen again, for sure."
In 2013, the team changed the coach, with Nils Nielsen taking the helm, and set the goal of qualifying for the Tokyo Olympics in 2020.
"This has been a journey for us not only for this tournament but for a couple of years," said Røddik, who was picked as Denmark's football player of the year in 2010.
"We didn't qualify for the World Cup (in 2015), that was really, really disappointing, but I think after that we just kept growing," she added.
Røddik (L) with coach Nils Nielsen and teammate Pernille Harder during a Euro 2017 press conference. Photo: Reuters/Scanpix
"And I think that's what we see now, how we kept growing as a team, as being ready to play as needed for the day."
"If we need to fight, we are ready to take up the fight, if we're not able to play football the way we want to play, then we are ready to fight instead and I think that's maybe one of the keys."
"We find the solutions on the field and we have different tools in our toolbox that we can play in different ways."
Tools for Sunday's final against the Netherlands, who swept England 3-0 in Thursday's semi-final and hold on to a perfect record from the tournament, will include tight defence.
"They have these really, really good offensive players and that's what we have to be ready for," said Røddik, who expects a tough fight with speedy right winger Shanice van de Sanden.
"It would be stupid to start running with her," Røddik said, adding she was planning to "put her under pressure before she gets the ball" or slow her down.
The two teams met at the 2009 Euro and the Netherlands won, confirming Denmark's early exit.
"This time they can't stop us. Or I hope so," said Røddik.