"Originally I was going to get the floor plan tattooed on my side, but that seemed a bit ridiculous," he told the BBC before his opening night show.
Instead, he chose a lion, representing the England football team's logo. "It's going to hurt," the singer said.
The star already has dozens of tattoos, from a ketchup bottle to a teddy bear, each marking career high points.
On Friday, the 24-year-old became the first artist to headline Wembley unaccompanied, taking to the stage with just his guitar.
"I don't know any different," he said. "I've never done anything but this at my live shows. I'm in control. Everything is in my hands."
The star's hat-trick of shows coincides with his second album, X, returning to number one for a fourth time.
The record, which has sold more than two million copies in the UK, has not left the top 10 since its release last June.
He spoke to the BBC's entertainment correspondent Colin Paterson at Wembley Stadium about his achievements.
One man, one guitar, three nights at Wembley Stadium. That's a bold statement.
It's a good statement, yeah. I feel like the press, the media, the music industry - and some people in general - thought that the first album was a flash in the pan, so this is a statement to say that I'm going to be here for a while... So sorry.
Whose idea was it?
It was my idea. I felt like I'd done every venue on the ladder in England and this is the biggest.
Was it always an ambition to play here?
No! This was never an ambition because, as a singer song-writer, my ambition was the Shepherd's Bush Empire, which is like 1,500 people.
I would never have had the balls to believe I could play a place like this.
So what does it feel like to be standing on the stage where Queen played Live Aid?
For me to be on such a small list of massive artists is very humbling and strange, you know?
There's probably about six artists or bands right now that can sell this is out. To be part of that is pretty nuts. You've got AC/DC, Foo Fighters, Coldplay, One Direction, Eminem, Muse, Take That. It's under 10.
How different will it be from a normal gig?
It's going to be pretty similar to a festival set. I feel like it's going to be very crowd-involved and epic. I'll try to have intimate moments, but I kind of just want to have the euphoric, anthemic feel.
Are you nervous?
The size of the venue doesn't make me feel nervous. What makes me nervous is that stuff like this [indicates his guitar pedals] can mess up. The whole gig relies on this. The microphone can switch off, a guitar string can break. But I'm confident enough that if everything goes right, the gig will be great.
What's your Plan B if there is a technical fault?
Things mess up from time to time, and you just improvise. I have songs I can sing completely a capella, or you can just hold the guitar up to the microphone. You can make it work.
Let's compare this to your first ever gigâ€¦ Where was that?
My first ever gig was above a place called the Liberties bar in Camden. I think it's called the Queen's Head now. It was in an upstairs back room. I had no PA - it was unplugged to about 13 people. That was 10 years ago now.
How far off did something like this seem that night?
Well, when I was younger, I never really had proper ambition. I just wanted to make a living playing music. But as it started getting bigger, that's when the ambition kicked in - and you think, 'I want to be at Shepherd's Bush Empire'. And as soon as you do that, you want to be at Brixton. And when you've done Brixton, you want to play the O2. And when you do the O2, you want to be here. So you kind of create your own ambition.
When you first started, you had some tough times. You'd ask at the end of a gig if anyone could put you up for the nightâ€¦ Where's the worst place you ended up sleeping?
I never slept on the streets. I slept on the Circle Line tube a lot. That was a good place to sleep. You'd stay up all night and then get on the tube at five and then sleep until midday. I smelt bad. I didn't really shower that much.
Have you ever been to a gig at Wembley?
Never! I've played the Capital Summer Ball twice, which is an interesting experience because you're not necessarily playing to your fanbase. You might be playing to 12,000 people who know your music - but it's a lot of people who've come to see 17 different acts.
What's the guest list like this weekend?
For guest list we've got about 200 people a night. Thankfully I haven't had to deal with all of them - that'd be a lot of texts - but probably about half of that has come through me.
So who's coming?
I've got all my old schoolfriends coming. I've got my family coming. My grandmother's flying over. There's a lot of people I started off doing gigs with [and] a lot of peers that you'd see at awards shows. A couple of footballers.  Some pretty cool people.
Anyone you can name?
I'm not going to give names in case they don't turn up!
When it comes to a rider at Wembley, what sort of things can you ask for?
I'm actually not spending a lot of time backstage. I've got loads of family here. But I guess just beer. Beer and vodka. And tea. I always have to have tea anywhere in the world. PG Tips. It has to happen.
It's been suggested this is the end of an era. That, after this, you'll go in a different direction and start working with a full band and a bigger sound. How true is that?
The only way this will be an end of an era is if it doesn't work. But I'm not going to break something that works. And if I'm the only one doing this at this level, it wouldn't make sense to just join the crowd and get a band. If I can do Wembley with a loop pedal, I can do anywhere with a loop pedal.
No exceptions?
One day I will get a band. But just not anytime soon.
Have you practiced shouting 'Hello Wembley!?"
You never really mention the venue, only the city, like, 'hello Minnesota'. But I guess you have to say 'hello Wembley,' don't you? It'd be a crime not to.
Ed Sheeran plays Wembley Stadium on 10, 11 and 12 July, 2015.
Ed Sheeran says he will commemorate his trio of sold-out shows at Wembley Stadium by having his chest tattooed.