England also face Panama in a potential banana skin, with Tunisia completing Group G.
"I think we haven't had a clear captaincy figure for a little while and I think we could have jumped into a decision and not given other people the chance to step forward and do the things they've done".
Belgium, who also reached the Euro 2016 last eight, will open their campaign against World Cup debutants Panama in Sochi on June 18, before taking on Tunisia in Moscow on June 23.
Speaking to talkSPORT following the World Cup draw, the 47-year-old said: "If you look at the groups, because of the seeding you get two teams in the top 15/20 in the rankings and then a couple of teams who aren't in there".
"They're ranked where they are in the world because of the quality they've got".
The same applies to Panama, who snuck into the finals at the expense of the United States courtesy of their "ghost goal" against Costa Rica. "But if we do not beat Panama and Tunisia, we should start again!" Southgate's under-stated approach will help, however, with the former England midfielder not prone to over-hyping his team. They are pushing the likes of Adam Lallana and Jordan Henderson. The question for Southgate is whether he goes with inexperience in the shape of Reuben Loftus-Cheek, Nathaniel Chalobah and Harry Winks, or plays safe by handing worldwide reprieves to Chris Smalling, Alex Oxlade-Chamberlain, Daniel Sturridge and even Theo Walcott.
"We've obviously not been following their games in our qualifying phase".
Will England get a harder or easier Group than the predicted draw? "For me, Kane is one of the greatest forwards in the world right now".
"It's the World Cup, we have a challenging draw, lots of travelling".
Question marks remain over England's ability to dictate a game from midfield and keep possession against the stronger teams but nobody is realistically expecting them to win the competition.