After the goalless draw at the Lamex Stadium, Day - a former Spurs goalkeeper - said: "We did lots of homework this week and worked really heard.
"The game got stretched at the end and we were on the front foot. We've had a tough game in the week at Sheffield Wednesday - and have got two clean sheets."
Asked why Tottenham struggled to make an impression today, Day continued on ITV: "It's a tight pitch here, quite dry today and bobbly - and it was windy.
"They had great possession but we banked up and anything they slung in the two centre-halves gobbled up.
"But we had some chances as well. We'll be a long shot in the replay but this will be first time I'll go there this season and not pay to get in. We'll enjoy the occasion."
Team-mate Joel Byrom added: "We had spell where we had a couple of chances.
"It was always going to be a tough game for us but hopefully we'll nick something in the replay.
"We do our homework again and get ourselves ready."
Tottenham boss Harry Redknapp said: "I've been around long enough to know what to expect.
"I have managed teams in the lower divisions and seen Premier League teams knocked out.
"Stevenage are a difficult team to play and worked their socks off. The pitch was bumpy and the ball was bobbling everywhere - but they are a good side bang in form. They worked hard and are on a good run.
"It was difficult to get the ball down and play on that pitch, it was very, very hard.
"If you don't compete you are in trouble. If you go out and your attitude isn't spot-on you're going to be in trouble.
"I could name 50 games where lower division teams knock out top Premier League clubs, it happens every year nearly.
"This wasn't a game to get the ball down and play football. We started hitting it long and it was difficult to get that much going.
"We are still in the cup and are at home now. It gives us a big chance but I wouldn't underestimate them by any chance."
Asked about the vacant position of England manager, Redknapp added: "I've just got to get on with the job here (at Tottenham).
"We are sitting third in the league at the moment and I can't take my eye off that because Tottenham have been fantastic to me. I've just got to keep doing the job.
"If I start thinking about other things it would relay through to the players. I can't do that."
Stevenage manager Gary Smith declared himself "overwhelmed" with his side's "terrific" performance.
He said: "When you are playing against a talented side you are going to have to absorb pressure but I thought we defended magnificently.
"We had one or two half-chances we should have made a little bit more of - our dead ball situations are better than that - but overall the performance was outstanding. I'm overwhelmed, it's terrific."
Asked how he viewed Borough's prospects in the replay, Smith added: "We've got every chance...we'll go there with a lot of energy and belief.
"They've got a very tough schedule coming up. They've got Arsenal and Manchester United, with us plugged in somewhere in the middle."
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