Forward Theo Walcott will start Southgate’s first game in charge, while captain Wayne Rooney will win his 117th cap at Wembley (17:00 BST kick-off).
“I keep hearing keep what English players can’t do, but I’ve seen what they can do,” said Southgate on Friday.
“I want them to go and show it. I expect us to control the game.”
England won their opening Group F World Cup qualifier against Slovakia 1-0 on 4 September, Sam Allardyce’s only game in charge before he left his post by mutual agreement.
Full house at Wembley
Southgate, 46, paid tribute to England fans after it was revealed the match is a sell-out despite the disappointing performance at Euro 2016, where Roy Hodgson’s side were knocked out by minnows Iceland in the last 16.
“I am hugely excited by the match,” added the former Middlesbrough boss.
“The sell-out crowd shows what England means to the supporters and I don’t think any country in the world will have a crowd like ours this weekend.
“My pride in leading the team is echoed by the players’ desire to do well. It has shone through how much they want to make the country proud. I believe over the next few years they will.”
‘I don’t want this time to stop’
Southgate would not confirm his team other than to say Arsenal forward Walcott, 27, will win his 45th cap while Manchester United captain Rooney, 30, would also be in his XI.
“I don’t want this time to stop,” said Walcott, who has scored in three of his past four Gunners appearances.
“I have been working hard and I want to be better than the opposition.
“It is a completely new bunch of players but we want to put the disappointment of the Euros right – there is no reason why we cannot do better.
“When we have the freedom to express ourselves, that bodes well for the future.”
‘We may call up extra players’
Southgate has lost Everton defender Phil Jagielka due to a thigh injury, while he will make a late decision on Chelsea centre-back Gary Cahill, who missed training on Friday with a sore throat.
He indicated he may bring in extra players before next Tuesday’s World Cup qualifier in Slovenia.
“I have to say it’s been a remarkable week on the injury side,” he added.
“Losing [Liverpool midfielder] Adam Lallana on the back of [Tottenham striker] Harry Kane, [Manchester City forward] Raheem Sterling, [Leicester midfielder] Danny Drinkwater and [Liverpool defender] Nathaniel Clyne.
“We will monitor Gary and see how he is in the morning. Will I bring any players in? Possibly. We’ll see after tomorrow’s game.”