The Shrimpers gave their manager Paul Sturrock, at home because of an infection in his leg, a tonic with a well-deserved 2-1 win to inflict a third defeat in four games on faltering Vale.
Coughlan said: "It's all down to the players and I'm very proud of them. All I did was stand there. They are a great set of lads who work their socks off every day and I can't praise them highly enough.
"It's a massive win and now we've got to go on from here. We've got to believe we are one of the best sides in this division and put a run together until the end of the season.
"It was a very pleasing result and performance. In the first-half the system worked really well. We stopped Vale getting any joy down the flanks and when we were in possession we caused them a lot of problems.
"I think we deserved to be two up at half-time and Ryan Leonard was inches from a third, but it got tough in the second-half. I think I'll retire as a manager with one win from one game.
"Vale started to load the ball into our box from deep and we were under pressure. A more experienced manager might have made substitutions earlier than I did, but I wasn't brave enough.
"There was a phone in our dugout if Paul wanted to get in touch, but it didn't ring and I'm sure he will be very happy with the three points."