Thunder locked in the last spot in the BBL finals with a tense three-wicket win against the lowly Melbourne Stars at the MCG on Wednesday night.
The unconvincing victory allowed the Thunder to jump into fourth to secure a home final, knocking Hobart down to sixth. Thunder will host Brisbane at Sydney Showground Stadium on Friday night.
"Looking back at our season, it has been a bit of a rollercoaster," Sangha said. "The one good thing is we've managed to find a way in those tight situations, we're just finding ways to win.
"In the finals series, all you need is a couple of things to go your way. For us going forward is just recognising those key moments in a game."
Thunder's appearance in the finals looked shaky at numerous stages throughout the campaign, with the low-point coming when they were all-out for a T20 record low of 15 against Adelaide Strikers.
The winner of the clash between Thunder and Heat will back up on Sunday night for another sudden-death match against Melbourne Renegades.
Top teams Perth Scorchers and Sydney Sixers will battle on Saturday night in front of up to 50,000 fans at Optus Stadium.
The winner of that match will earn hosting rights for the final on February 4, with the loser to play the winner of Sunday night's match at Marvel Stadium.