Southgate, who was in the last England side that reached the semifinal of their last major tournament (Euro 1996), has carried a young and vibrant team to Russian Federation but worked his charm with the players ahead of the World Cup.
They had won just one knockout match at a major tournament in 16 years before coming to Russian Federation, a 1-0 victory against Ecuador at the 2006 World Cup in Germany.
"We can take a lot of good things in the past in terms of '66 and what they achieved then", said Henderson.More news: Johnny Depp Sued For Reportedly Punching Crewmember on Film Set
Meanwhile, social media has been awash with support for the England team with several videos of celebrations following the win over Sweden going viral.
For all of the hype around England, they have yet to come up against one of the really big guns at the World Cup.
Fatigue could be an issue for Croatia as the game wears on, given they have gone to extra time and penalties in both knockout games in Russian Federation, although they also won both shootouts. - Harry Kane has scored on six of the seven days of the week for England, with Wednesday the exception. The more big games we're involved and the more they come out successful in, the more belief it will build.
After making history with England's first-ever penalty-shootout win at a World Cup against Colombia, the Three Lions did what many of their predecessors would have failed to do-get through a quarter-final against a team of Sweden's calibre in relative comfort. They'll be one game from being World Cup winners.More news: U.S. sends two warships through Taiwan Strait
England hasn't played in the semifinals of a major tournament since Southgate's penalty kick at Wembley was saved by Andreas Koepke 22 years ago, and Andrea Moeller put the next kick over David Seaman and under the crossbar. Hopefully he has a quiet night [on Wednesday] and we'll try our best to make sure that happens. - Eight of England's 11 goals at the 2018 World Cup have been scored via set pieces - since 1966, the only team to equal that number in a single World Cup tournament are Portugal in 1966 (also eight goals).
"We are really proud with the style of our play, the intelligence of our play and that we have performed under pressure".
Strong, mobile, indefatigable and good in the air, Mandzukic looks to make life as hard as possible for the defence, stretching play to allow the likes of Modric the space they need to get into the danger zone around the box.
The captain was the man of the match again in the penalty shootout win over Russian Federation in Sochi at the weekend.More news: Federation Internationale de Football Association recognises World Cup fever in Bangladesh