"There has been a lot of changes since that moment (defeat to Iceland in the last 16), a moment where we were honestly extremely disappointed and we knew we couldn't let that happen again".
Thinking back to a time when a World Cup final must have seemed an implausible prospect, Alli said: "Straight after that game you want the floor to eat you up. We've learned from our mistakes, we've made things right and we've seen the way the country has got behind us".
Southgate has experienced the pressure before as a player after featuring for his country at France '98, and feels this group could surpass the 1966 World Cup-winning team in greatness if they triumph in Russian Federation.
"This isn't success yet".
'We do not want to stop, we will try to play our best game. "We should continue to show that belief against Croatia - we've got a real chance". Can we beat Sweden? Yes.
Almost 20 million viewers tuned in for the win over Sweden and social media is awash with videos of excited fans watching on big screens in bars and parks, fanatically celebrating every England goal.
Full-back Ashley Young said the bond between the players has helped make the camp feel like a holiday.
Not all of Alli's memorable moments are good ones, with the nadir being England's Euro 2016 exit to Iceland.
He said: "You could always see that Harry had something about him. We look forward to the future", said the Manchester United man. It's 28 years since we got to a semi-final but no player in the dressing room would have told you "we're not confident" or "we're not going to get there".
The team that reached that stage in 1966 went on to win the tournament on home soil and Shilton is backing this team to do likewise.