Only one Lions touring team has won in New Zealand since the inaugural visit in 1904.
But, after squaring the series with their 24-21 victory on 1 July in Wellington, the Lions head into the final Test at Eden Park in Auckland with momentum.
"The players have an opportunity to leave a legacy," said Gatland. "They have a chance to do something special. You get those moments once in your life and you don't want those moments to pass you by. That's what big occasions and big sporting events are about. I have no doubt that the players will be thinking about that."
All Blacks daunting at Eden Park
There have been 12 tours of New Zealand and only the 1971 squad, coached by Welshmen Carwyn James and skippered by his compatriot John Dawes, has been victorious.
However, their heirs face a daunting prospect at Eden Park. The All Blacks have not lost at the stadium since 1994.
"You come off a loss and there's a bit of an edge around and guys want to get back out there and have another crack," said New Zealand skipper Kieran Read. "Fortunately we've got that opportunity. The reality is we know what's coming up. It's a three-match series.
"There's not much panic, that's the biggest thing. There are a few guys who are used to it so you have to just impart your knowledge on what these moments mean to teams. As a rugby player these are the moments that you want to be involved in on the biggest stage."
"You can see a glint in the players' eyes," Lions assistant coach Rob Howley added. "There's been a glint in their eyes since Wellington and that glint hasn't gone away because they know they can create history on the weekend."