Three years on from losing the Euro 2020 final on home soil to Italy, Southgate’s men have another opportunity to become European champions for the first time in Berlin.
England have struggled on their road to the final, needing a series of late goals, fightbacks and a penalty shoot-out against Switzerland in the quarter-finals.
“I’m not a believer in fairy tales but I am a believer in dreams,” Southgate said at his pre-match press conference on Saturday.
“We’ve had big dreams, we’ve felt the need and the importance of that but then you have to make those things happen.
“Fate, the run that we’ve had, the late goals, the penalties, that doesn’t equate to it being our moment, we have to make it happen tomorrow and perform at the level that we need to perform.”
Southgate has transformed England from perennial underachievers into serial contenders at major tournaments.
In his four World Cups or Euros, England have reached one quarter-final, one semi-final and now two finals, including their first ever on foreign soil.
However, Southgate conceded they needed to go one step further to earn worldwide respect for a slow and steady improvement.
“I’ve travelled to World Cups, European Championships watching as an observer and watched highlights before the matches that were on the big screens and we weren’t in any of them because you only show the finals and you only show the big games,” he added.
“So we needed to change that. We had high expectations but they didn’t match where we were performance wise.
“Now the high expectations are still there but we have had consistent performances over certainly three of the last four tournaments.
“A lot of records have been broken but we know in the end we have to do this one, we have to get this trophy