The Pilgrims head to the LNER Community Stadium on Saturday for the National League North promotion final (KO 3pm).
While the majority of the crowd of 8,500 will support the home team, Cox doesn’t want his team to be intimidated.
“A home crowd can be what you make it,” said Cox, who has already led United and former side Kettering Town to league wins at York this season.
“I tell boys to reverse the psychology. You can either go to a place and fear it or go embrace it.
“Every time we’ve been to York I’ve seen players embrace the noise.
“We know that’s what we’re playing in. It’s going to be vocal, but our audience is.
“Sometimes we haven’t embraced the pressure and I can’t wait to be there.”
Sunday’s semi-final victory at AFC Fylde sparked wild scenes after Danny Elliott’s late brace secured a 2-0 win, with videos of players and fans celebrating on the pitch and in the dressing room doing the rounds on social media.
While Cox was happy that his side – which started without 11 first-team starters – are enjoying their moment, he is quick to point out that the hard work starts now.
“Nothing has been accomplished yet. People can say ‘oh, it’s a semi-final’ but a final is a horrible place to go and not win it,” he said.
“I’m all for celebrating if we want to win against York.
“What an opportunity it will be to go there, a full stadium, a good atmosphere and two teams that probably no one thought were in this position. But hey, let’s go.”
However, Cox believes his team – which included former ministers Jake Wright jnr, Ntumba Massanka, Tom Platt and Jordan Burrow – have the right attitude towards York.
“I look at the body language and the mindset of the group,” the manager said.
“No one is getting carried away yet. We have beaten two fabulous football teams who are both full time.
“We don’t need to slim down the kit, it’s all done and dusted, we have to work.”
Jake Wright senior and James Hanson could be available for Saturday’s final.