"It's been a rollercoaster over the last few days. It's a pleasure to play in this team and I've loved every minute I've had," said the back-row, who will lead out a side including seven changes.
"Post the game [against England], after a while it's like I might as well enjoy my time here, it's my last week to be with the men I call good mates, and I just want to enjoy the time with those blokes.
"It does require a bit of strength, knowing this is a game you didn't want to be in. It's been a weird few days. But we've got a chance to rectify a few things we didn't get right last week, and that in itself is exciting.
"It's not going to change the fact we're going to be hurting for a long time but you can change your mindset for this match and put the effort in."
Gatland made nine changes for his Wales swansong, wing Owen Lane among those to start, and the British and Irish Lions coach said: "It's the last game you want to be involved in, but it's been on the calendar and everyone has known about it.
"I think New Zealand's CEO Steve Tew made a joke to our chief executive Martyn Phillips that both teams should have a boat race and we could settle it that way!"
PLAYERS TO WATCH
New Zealand - Rieko Ioane
Ioane will make only his third appearance of what has been a frustrating tournament for the wing.
The flyer is hard to contain when at his devastating best and Wales will have their hands full trying to keep him quiet.
Wales - Owen Lane
Lane was only called up to the squad last week as a replacement for the injured Josh Navidi.
The 21-year-old, who can also operate as a centre, has been billed as a future star and will get the chance to live up to the hype against the two-time defending champions.
KEY OPTA FACTS
- New Zealand have won 31 of their 34 Test meetings with Wales, their three defeats coming in the first four clashes between the sides - the most recent of which coming way back in 1953.
- The All Blacks have won their last 30 matches against Wales, the longest winning run any side has ever held over a tier one nation in Test history.
- Wales have played in a third-place play-off on two previous occasions; beating Australia in 1987 but losing to the Wallabies in 2011.
- New Zealand have participated for bronze on three occasions; winning against Scotland in 1991 and France in 2003, but losing to the Springboks in 1999.
- Wales averaged just 1.6 metres per carry in their semi-final against South Africa, the lowest average gain ever by any side in a World Cup match.