Warriors hope to reach the league showpiece for the third time by beating last year's winners on Friday evening (ko 7.45pm).
The stadium capacity has been increased from around 7,350 to 10,000 for the match.
"It's really exciting; there's going to be more of our fans," said Gray
"They're crazy and when you get to meet them they're just good people. So you feel a real sense of pride when you run out here, especially being from Glasgow and for the guys coming in, they feel proud they are playing here.
"You can hear them throughout the game and they come and support us wherever we go. When you go out on that pitch, you represent more than yourself, so you want to make them proud."
Although Warriors have won all 10 of their home league matches this term, they were defeated 26-8 by the Scarlets in Llanelli during April, and have lost three of their past four games.
Where Dave Rennie's Glasgow faltered in the European Champions Cup, earning just one victory in a tough pool, Scarlets topped their group and reached the semi-finals before losing out to eventual winners, Leinster.
"Scarlets are playing some really good rugby when you see what they've done in Europe and in the league," Gray added.
"They can attack from anywhere, they've got a really strong defence, so they don't have many weaknesses.
"We need to look at the last time we played them and all credit to them, they deserved to win. When they had the ball, they took their opportunities."