The young Magpies take on the National League North outfit at St. James' Park, aiming to lift the trophy for the first time since 2018 after beating Morpeth Town 3-1 in the final.
Allan, who made his professional debut for his boyhood club during an Emirates FA Cup third round replay against Rochdale in January 2020, is determined to end their 2021/22 campaign in winning fashion.
"Everyone's looking forward to the game," the 22-year-old winger told nufc.co.uk. "We've got over the disappointment of not making the play-offs.
"I know I haven't really been involved with the group too much this season but they gave it a good go and just fell short. It would be great to finish on a high with, hopefully, a cup win.
"If you look at the whole club, it's moving in a positive direction. The first-team are playing well and you saw the women's game last week and the crowd they got, so there's no reason why the under-23s cannot follow in everyone else's footsteps.
"We have played a lot of games in this competition before so we know what the games are like.
"We know how the teams like to play against us but there should be no excuses. We're playing at St. James' on a great pitch and we know if we play as well we can, we should be able to get a result.
"Blyth are a local team, who are doing well and have stayed up in their league, and they'll want to prove themselves. Everyone will be up for it."
Newcastle's second-string ended a run of four successive Premier League 2 defeats with a 2-1 away win at Aston Villa on Monday, with Allan's impressive long-range lob opening the scoring at Villa Park.
After suffering with injury issues this term, Allan revealed his delight in completing a first full game in three months as well as getting his name onto the scoresheet in the young Magpies' final league fixture of the season.
"There was a lot of conversations beforehand about searching for a win," the former Cramlington Juniors youngster added. "Elliott (Dickman) said beforehand it might be one of those games where you have grind it out and that's what it was.
"It was a dirty win where it's not a pretty one to play in but that's where you see your characters and tackles flying in. Everyone was buzzing afterwards and it has set us up nicely for Thursday.
"It was my first full 90 minutes since early November. It has been a really long time since I played as I've had an injury problem since January. It's nice to get everything out of the way and to top it off with a goal was even better.
"It's definitely my furthest one out! I've scored quite a few goals at under-23 level but every one still means a lot and when they come like that, it means even more."
Tickets for Thursday's Northumberland Senior Cup final are priced at £7 for adults and £3 concessions, while under-18s can attend for free.
Season tickets are not valid and access can be gained via cash turnstiles at the East Stand.
