The 27-year-old played the full 90 minutes in the 0-0 draw with Denmark.
Coady became the first gold and black star to feature for the Three Lions since Matt Jarvis in 2011, and the first to start since Steve Bull in 1990.
Coady also became the 36th Molineux man to play for England and when asked how he proud he is, he said: “Immensely, it is a dream come true.
“It’s incredible to play with this group of players.
“There are some fantastic footballers here, training has been excellent, and it is something I will remember for the rest of my life.
“From a personal point of view, it’s immense pride to play for my country, honestly.
“It’s such a big feeling and such a big moment. It was an incredible feeling.
“I said how much it means to me. There are some world-class players in this team, don’t let anybody else tell you differently.
“It is 0-0, a clean-sheet, we are happy with that but disappointed we didn’t come away with three points.
“I’m 27, I’m here to help England, these players and the team – that is the main goal, I don’t care about my own performance as long as we are doing OK.
“I was never going to change the way I play.
“I wanted to take it out there as much as I could.”
Boss Gareth Southgate also hailed Wolves man Coady’s performance as ‘excellent’.