Southgate's team face Croatia in the second semi-final in Moscow on Wednesday night, and Alli knows England have a far-from-straightforward task as they bid to emulate the World Cup-winning heroes of 1966. All of the support staff, all of the players are really tight.
Even England's players have got in on the act, with Manchester United attacker Jesse Lingard sharing the contents of his phone conversation with his mother.
"We are a team that are still improving, we know where we are and we are having success because everybody is working hard on the field", the manager said.
"I've been disappointed by England for the entirety of my 23 years and now there's the possibility we might actually win it!"
The tournament's leading goalscorer Harry Kane failed to find the net for the first time in the competition, but the England captain said confidence was high after posting the country's best run at a major tournament since Euro '96.
Maguire's header following an Ashley Young corner gave England the lead on the half-hour. "But we have a way of playing and the boys' attitude has been incredible".
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Boss Gareth Southgate also deserves enormous credit for showing faith in the inexperienced players, some of whom he worked with as England under-21 boss.
Thousands of England fans were spotted queuing up to get into pubs in central London.
Despite missing out in the Russian Federation 2018 FIFA World Cup, Zlatan Ibrahimovic is now backing his country Sweden to reach the semifinal of the championship. "It's going to be tough but let's say it's definitely coming home".
Got over that nonsense years ago.
"We were composed, we controlled the game".
"I'm proud to make ex-players proud and I'm sure it's bringing back memories for them and for Gary, when he was in the semi-final".
Now they are a main threat and a useful weapon and with no small thanks to Allan Russell, who is the man in charge of their set pieces.