Southgate held a team meeting on Monday night and reminded his players - including first-time call-ups Harvey Barnes, Dominic Calvert-Lewin and Bukayo Saka - of the added scrutiny that comes at global level.
An England XI boasting just 54 appearances - the lowest since 1980 - started nervily and Kieffer Moore dragged a volley wide after a poor headed clearance from debutant Bukayo Saka.
Aston Villa's Jack Grealish, making his first start for his country, set up on the opener with a flawless cross from the right that was met by debutant Calvert-Lewin with a trademark header.
It has not all been plain sailing but Calvert-Lewin is now bursting with confidence and carrying serious menace every time he plays.
Southgate's choice to play three at the back appeared ill-founded at times, especially as it often looked more like a back five as Wales controlled possession and the midfield early on.
"I'm just excited to get going, the Premier League is the best league in the world and I'm playing there consistently well at the moment so I've got no fear in playing for England", the 23-year-old said.
"He had excellent presence, his runs were a threat, he presses well", England coach Gareth Southgate said. "I've always liked his general play but it's the goals that are making him another level of player", said Southgate.
"I have also talked about the connection of the fans and we have 10 with us who were in Russian Federation, they have done good work with their clubs, communities but some of the young ones have not done that and they need to prove themselves".
Right back Kieran Trippier, captaining the England side, provided the ammunition for the second, whipping in a brilliant free kick from the right which was poked home at the back-post by Wolves defender Coady.
"I'm still in shock to be honest, it'll live with me forever". It will be on repeat in my house with my kids. It's an unbelievable night for me.
Meeting Tyrone Mings' cross, Ings sent an overhead kick past goalkeeper Wayne Hennessey in the 63rd minute.
"When you have the shirt or a place in the squad you don't want to allow other people to have the opportunity to take it and whenever we give debuts or give time on the pitch to guys who deserve it, there is opportunity there for them to grab a place and push themselves up the pecking order".
With captain Harry Kane rested and Tammy Abraham one of three players alongside Jadon Sancho and Ben Chilwell absent for breaching coronavirus protocol rules, Calvert-Lewin was selected by Gareth Southgate to lead the line. Michy Batshuayi's opener for the hosts was canceled out by Franck Kessié's penalty in the 87th minute which ended Belgium's run of 12 successive victories.