The Eagles reached only a third FA Cup final in their history after easing past Villa with a virtuoso team performance.
Eze's moment of magic opened the scoring, with fellow forward Ismaïla Sarr getting two after the break to cap a perfect day.
The victory means Palace will face Manchester City or Nottingham Forest in the final in just three weeks time, with those two meeting tomorrow in the second semi-final.
Speaking only moments after the final whistle sounded at Wembley - Eze said the team would return to the National Stadium next month full of belief, regardless of who they play.
"It's a special day," he told BBC Sport. "I'm grateful to God for the opportunity to play here, to win, to go to the final. We want to go all the way and we believe we can do it.
"We're 100% [confident of winning the trophy]. We have showed performances like this all the time, we're not worried or fearful of facing anyone. I trust us that we will put in the work and hopefully we can do it."
When asked about his own moment of brilliance, which gave Palace the lead before half-time, he added: "I saw the opportunity to shoot, I am always trying my luck, always taking shots.
"We work on this stuff all the time, I'm grateful to God that I have scored today and helped the team."
Sarr put the game beyond Villa with a brilliant double, with Eze admitting he was also fully deserving of the Player of the Match award.
"He's [Sarr] top" Eze added. "I probably got this [man of the match award] prematurely so I will probably be giving it to him inside, but he's helped us so much this season."