Lambert said that he has always enjoyed watching World Cups but never expected to play in one, and the fact that Southampton players are in the squad shows the progress the club has made in recent seasons.
"It still hasn't sunk in that I'm going to a World Cup," Lambert told BBC Sport. "I grew up watching a video called Brazil 70, that is what I used to watch every Saturday morning. Brazil represents football.
"If I wasn't going to the World Cup I would be watching it on TV. The fact I am going is frightening, I cannot wait.
"It's unbelievable for the club and it is remarkable how far it has come in five years. It has been the best five years of my career and this has topped it off."
Lambert has two goals in four appearances for England.