After a 1-0 win at home, the tie was level at 1-1, with Arsenal prevailing in a penalty shootout.
Post-game, Odegaard said: Yeah, definitely (joined the club to experience such nights).
"When I came here I believed in the project, in the club, what they were doing, everything around the club, I believed in it - and now we are here doing well.
"We just have to keep pushing each other and make sure we get a little bit better every day. We will see where it takes us.
But I think we have to use this, we have to grow off this. It is a massive night for everyone.
We are still a young squad, but this was another big experience for everyone.
We have to keep building on that and use it in a good way going into the end of the season. It should be a massive boost for everyone."