The 31-year-old signed for the Saints just after they had been relegated to League One in 2009, commanding a fee of £1m from Bristol Rovers.
Four years later, he is plying his trade in the Premier League and playing for his country, and admits that he is struggling to get his head around what is happening.
"I scratch my head and think 'I'm playing for England' - it's very surreal," PA quotes Lambert as saying.
"It's beyond any imagination what's happening at the minute, but I'm trying to stay cool, I'm trying to do what's important, and that's trying to do well when the kickoff starts.
"I've tried to give the manager a different option and I've got another chance to impress again on Tuesday and that's what I'll be trying to do."
Lambert, who has scored on both of his appearances for England, is likely to start Tuesday's World Cup qualifier in Ukraine.