Gareth Southgate has said England's major tournament record is often overstated as he aims to lead them into their first final since victory at the 1966 World Cup.
England have re-emerged as an international force in the latter stages of tournaments under Southgate's tenure, reaching the semi-finals at the 2018 World Cup, in the Nations League in 2019 and now at Euro 2020.
An emphatic 4-0 quarter-final win against Ukraine on Saturday saw England progress to a last-four meeting with Denmark in style, but Southgate admits the next step will be the toughest so far for his squad.
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"We don't have as good a football history as we'd like to believe sometimes," Southgate said at England's press conference on Tuesday.
"These players are making massive strides and breaking barriers all the time. We have broken barriers in this tournament and we have another opportunity to do that.
"We have never been to a European Championship final so we can be the first, which is really exciting for everybody."
England return to Wembley, where they made their last semi-final appearance in the Euros 25 years ago, in the knowledge they will be backed by the vast majority of the 60,000 fans inside the stadium against the 1992 European champions.
Southgate added: "The prize is one that we've never experienced. Denmark, of course, have won it so they've got a better record than us and I think people forget that in our country sometimes."
England have not conceded a goal in five games at Euro 2020, winning four and drawing one, while they have beaten Croatia, who they lost to at the 2018 World Cup, and defeated old rivals Germany in the last 16.
"So there is more evidence and more belief now," Southgate said.
"You need to be winning the big games and winning them consistently and that has to be the aim."
England's run to the semi-finals has created euphoria and belief around the country they can win Euro 2020 and Southgate confirmed he has a full squad to pick from against Denmark.
"We know we are playing a really good opponent and it is going to be a really tight game and an exciting game for everybody," Southgate added on Tuesday.
"At the moment, we have everyone available, but there are one or two checks we need to make tonight. We have always been flexible with our tactics and approach."
Denmark goalkeeper Kasper Schmeichel said earlier in the day that he feels the pressure is on England in the semi-final.
However, Southgate said: "We've had expectation all the way through - the opening game, the game against Scotland, the Germany game - but we've never been to a final.
"If we had to match what had gone before then there might be more pressure. Denmark have won this before, so perhaps they have the pressure to replicate that."
Kane: Time to deliver
Captain Harry Kane, meanwhile, insists England must seize the moment amid heightened expectations on the squad to perform.
"It's a chance to go out there and prove it, we can talk as much as we want but the bottom line is we have to go out there and perform," the Tottenham striker said.
"We can go and be free, enjoy it, but have a real focus on trying to get through to the final."
Kane came under some criticism earlier in the tournament after failing to score a goal during the group stage, but, after receiving the backing of Southgate, has since scored three goals in his last two games.
"Whenever you are an England player stepping out into a major tournament every game is a high-pressure situation, I spoke after the Germany game about the pressure that was on us as a team to perform," he added.
"We came through that well and, the further you go, we were expected to win the Ukraine game.
"But you still have to go out there and perform under that pressure. It's part and parcel of major tournament football."