Southgate could also be looking for stability in midfield and Henderson will be a prime contender for a place alongside Eric Dier.
The key question now for Southgate is whether he opts to play Rashford in attack alongside Harry Kane or whether Raheem Sterling will keep that role. We asked the players to give us competition for places and they've done that.
"I'm going to get my hair cut for a start", Southgate said with a smile. I felt like I did the right thing coming and training with England in the last week. I'm improving, getting better all the time.
"I feel, because I'm really fast, that's one of the reasons I've been put out there (on the wing), and now I'm closer to the goal and the area I want to be".
So here are five talking points from their final World Cup warm-up match...
Like his compatriot Wayne Rooney and many other United stars before him, Marcus burst onto the scene at a young age, in his case at just 17 years old, and must be given time to fulfil his true potential.More news: Stephan Lichtsteiner joins Arsenal on free transfer
However, he is ready to move on now, and claims the chance to create history on the worldwide stage is an ideal way to draw a line under his European dismay. I think he was buzzing all around the pitch. "It will always be there because it hurts so much".
"If I was sitting here thinking "blimey, we have got nobody to play there and nobody to play there" then it would be a very different situation".
Yet in keeping with his career so far, there was still a feeling that more is to come if his finishing can match the quality of his skill and movement. So think it can help. I've got 11 or 12 who are going to be hard to leave out, that's what I said to the players.
"That's odd, you'd think there was more pressure at England".
Despite scoring a second against Costa Rica after the break, England let their opponents back into the game on Thursday night and a better team would have undoubtedly punished them more.
England had won the World Cup in 1966 on home soil, beating bitter rivals Germany 4-2 in the final, courtesy a hat-trick by Geoff Hurst and a controversial third goal awarded to the hosts by Swiss referee Gottfried Dienst. "Take each game as it comes, and you never know what will happen".