The former England defender, who succeeded Stuart Pearce as boss, also said that his main aim is to prepare players for the senior side, rather than win tournaments.
"I'm under a little less pressure for results, although we want to get them in the habit of winning," Southgate told BBC Radio 5Live. "But winning alone is not our aim. They've got to learn to win a certain way to be of use to the seniors.
"It's a position of great responsibility, there's an opportunity to play in a certain style that will prepare these youngsters for when they go into the senior team.
"The top sides in the Premier League play a possession-based game and to be successful at international level that's the way we need to play."
Southgate's first game in charge is the 2015 European Championship qualifier against Moldova on September 5.