The Three Lions must cope with the pressure of being hyped as one of the favourites for the tournament as Southgate aims to finally steer a richly-talented generation to glory.
England are aiming to make amends after losing the final of Euro 2020 to Italy on home soil at Wembley.
Under Southgate they have also come close at two World Cups and the England boss has acknowledged this could his final opportunity for major tournament success.
“There are a lot of good teams in this tournament. We have to be exceptional to progress through the group and have the opportunity to go further,” said Southgate at his pre-match press conference.
“Our focus is to qualify from the group. When you’re trying to achieve exceptional things you have to break it down into chunks.
“Our first priority is to get through the group and work from there.”
Despite a remarkable goalscoring record at club and international level, England captain Harry Kane is yet to win a major trophy in his career.
“Winning a trophy for your country would be the pinnacle of every career,” said Kane, who scored 44 times in his debut season at Bayern Munich.
“It hasn’t quite happened yet but it makes me more determined and hungry to go out and do that, starting with this summer.
“We have the opportunity to go out and do that and I’m looking forward to trying to make that happen.”
England are expected to cruise through Group C, which also contains Denmark and Slovenia.
– Mitrovic threat –
There is little for Southgate to fear based on Serbia’s performance in qualifying.
Dragan Stojkovic’s side won just four of their eight qualifiers, losing twice to Hungary and were held on both occasions by Bulgaria.
However, they have a striker in form in Aleksandar Mitrovic, who is well known to Premier League fans from his eight years in England with Newcastle and Fulham.
Mitrovic has scored 40 goals in 43 games since joining Saudi side Al Hilal, helping them to an unbeaten domestic treble.
“He’s an outstanding goalscorer,” said Southgate. “We have to be ready to deal with some exceptional players across the pitch.”
Serbia coach Stojkovic is aware of the scale of the task facing his side, but said England had to prove their status as pre-tournament favourites once the action gets underway.
“The team that tries to be the champion of Europe,” said Stojkovic on what he expects from England.
“They have to do it on the pitch. You can say this or that and make all kind of forecasts, but all that has to be shown on the field to prove yourselves.”
The match has been declared as a “high risk” fixture by the German police and the first real test of the tournament for the security forces.
Supporters will only be able to access reduced-strength beer at the AufSchalke Arena.
England’s opening game at Euro 2016 against Russia saw running battles between hooligans.
The Euro 2020 final was also marred by ugly scenes as ticketless fans stormed the entrances to Wembley.
Hooliganism has also been a recurring theme at Serbian international matches and both managers called on the fans to enjoy what Southgate described as a “carnival of football”.
