How he'd love to experience that from inside the dressing room, where the former Chelsea man admits there's real excitement ahead of Wednesday's visit of Brentford in the quarter finals.
The League Cup is a competition Howe's side have fared well in since the head coach's arrival, with the final appearance two seasons ago followed by Newcastle coming within moments of reaching the last four last year.
Now, they're a home win away from reaching the semi-finals again, and although Hall is refusing to look too far ahead, he's buzzing ahead of Wednesday's opportunity and what he believes could be around the corner.
"Definitely. It’s a competition that’s important for us because we know what it would mean to the fans," he said.
"We came so close a couple of years ago, obviously I wasn’t here then, but even from the outside I could tell how much it meant to the fan base.
"It's a massive game, and it’s a competition that we feel like we have the quality to win."
Hall is no stranger to Wembley having already played at the national stadium for England this year. It would mean an awful lot for the 20-year-old and his family if he was to walk out at the famous stadium wearing black and white.
"You don’t want to look too far ahead but you know that’s the main aim to be in that final at Wembley but we just need to focus on Wednesday," he said.
**RECOMMENDED READING:**
Newcastle and England can benefit from Hall's growing understanding with Anthony Gordon on the left flank.
"You want partnerships all over the pitch and I really enjoy playing with Ant because he’s obviously a fantastic player," said Hall, who created two of Newcastle's goals in Saturday's 4-0 win over Leicester City.
"Sometimes it can make my job easier a little bit by giving him the ball. He does a lot of work on and off the ball and I really enjoy working with him."
Hall is arguably Newcastle's Player of the Season so far, with the youngster having put the frustrations of a testing first season behind him and nailed down a place on the left side of Howe's defence.
He's been rock solid defensively but has also worked on the offensive side of his game. He's made 122 crosses this season, created nine big chances and played a starring role in the thumping of the Foxes.
Kieran Trippier might not be in the starting XI at the minute but he's still playing a key role behind the scenes in Hall's development.
He said: "I’ve worked a lot on the defensive part of my game but that’s not to say I’ve not been working on the attacking side as well.
"I think that Tripps is a really good role model. Even though he’s on the other side of the pitch, the positions that he gets into are ones that I’d like to get into as well.
"The way that he delivers the ball is something that I’ve taken note of. Obviously I want to be my own player, but I do take some parts of his game and see if I can put that quality into mine."
Newcastle are now looking for some much-needed consistency and to build on their excellent Leicester showing.
"It was a really positive game," said Hall.
"We knew that we had to win the game and scored a lot of goals and kept a clean sheet. We haven’t done that for a while, so it was great all-around."