The nation’s No 1 now hopes Shelley Kerr’s side can leave England stunned as they kick-off their first-ever appearance at the finals on Sunday.
The Scots smashed their record home attendance last week when 18,555 turned out to see them beat Jamaica at Hampden.
Among the crowd were First Minister Nicola Sturgeon, Judy Murray – mother of tennis stars Andy and Jamie – and new Scotland men’s boss Steve Clarke, who all paid the team a visit in their dressing room after the match.
Clarke also took time out of preparing for his first match in charge against Cyprus on Saturday to wish the women’s side well before they begin their tournament in Nice this weekend.
But Alexander, pictured, admits the words coming from the stellar trio failed to register as she was left contemplating how far her side had come.
The Glasgow City stopper said: “We want to do everything we can to make Scotland proud, so to have the men’s coach come in and offer us his support was great.
“Steve was also in our changing room after the match at Hampden against Jamaica to offer a few words of wisdom and we’re so thankful for that support.
“He told us we shouldn’t have conceded goals against Jamaica! It’s nice that he was honest with us.
“I’m trying to think what else he actually did say. We had Steve, Judy Murray and Nicola Sturgeon in, so it was really good to know that these people want to speak to us and give us words of wisdom and a send-off.
“You almost forget what they say as you’re so in awe that these people are actually interested in us and want us to do the best and make Scotland proud.
“But the message was mostly along the lines that we had done well to get here, now go enjoy it and perform.”
Perform is something Scotland did not do as they made their major championships debut against the Auld Enemy at Euro 2017.
England thrashed former boss Anna Signeul’s team 6-0 as the extent of the gulf in class between the Scots and Europe’s best outfits was brutally exposed.
But Alexander has warned Phil Neville’s England squad they are taking a risk if they go into Sunday’s showdown at the Stade De Nice thinking it will be another walkover.
“That’s in the past,” said Alexander, who has taken over from Scotland’s record cap holder Gemma Fay as Kerr’s first-choice keeper since the sides last met two years ago.
“We’ve changed in so many ways. The backroom staff is different, so are a lot of the players and our performances along the way too. That result happened, yeah. It was two years ago but we’re in a different place now.
“We can learn from experiences and that match was our first taste of tournament football at the senior level but I don’t think we need to look back too much at that.
“We know what we’re capable of. We know England are going in as favourites and that we’re the underdogs, but that suits us.
“England won the She Believes Cup, they are an excellent side with many threats but we also have those same threats.
“I think we’ve had better performances (since that last meeting at the Euros). We’ve been able to compete and perform against top teams. Canada, teams that are ranked above us.
“We’ve shown that on our day, we can perform.”