The Republic of Ireland star was stretchered off in the goalless draw at The Emirates, paving the way for 23-year-old Gunnar to become an instant hero back home in the Faroes Islands.
He said: “The Faroe Islands is only a small country, 50,000 people, and I think they will be very proud. They know I’ve been trying for years!
“It was an unbelievable feeling afterwards, but when I did come on it was just so intense - it was a high pressure game and I had to stay focused. I like to think I’m calm under pressure.
“But I’ve not played too many games, especially at this level - hey, I’ve just started at the top, the rest will be easy! I’m Gunnar, they’re nicknamed the Gunners, so maybe it was fate!
“But Shay looked in bad pain. He’s a really top guy, I’ve learned so much from him and he’s been brilliant with me all season. I’m gutted for him.
Shay has been so consistent for us - he’s calm and experienced, and I want to be like that
“When I’m out on the pitch I do like to shout at the guys - talking to the other players helps me a lot.”
Gunnar, who has had loan spells at Motherwell and Wrexham, only stepped into the breach because regular No.2 Stuart Taylor is recovering from routine knee surgery.
Nielsen added: “Being No.2 is difficult. I’ve been training hard with our coach Massimo. If it’s serious with Shay then it’s probably going to be a couple of games for me.
“If I play against Aston Villa I’ll be up against Brad Friedel, who was the main man when I was at Blackburn Rovers. He’s a top man - I’d be playing against one of my heroes.
“But I don’t know whether my family and friends would be able to come over and watch. That might all depend on the ash cloud - we’re a bit close to Iceland.”