The Liverpool midfielder is part of an exciting young squad that has stirred the hopes of the nation ahead of their first Group D clash in Manaus on Saturday.
England have often been accused of lacking self-belief in major tournaments, but Henderson insists a degree of innocence in the current group could give them an advantage.
"You can see that a lot of the younger lads who are new on the scene have no fear and that can only be a plus," Henderson said.
"Raheem Sterling, Ross Barkley and Luke Shaw have come into the squad and you can just see how fantastic they’ve all been in training.
“In matches, too, they have shown exactly what they are about. They have no fear.
"I feel I have improved over the course of the season and that is what I want to keep doing. I will keep working hard and listening to the right people.
"Hopefully I can continue doing that and do my best for England. I hope I have a key role to play against Italy, and if I do play I will make sure I give everything I have got.”
The venue for England’s opener has been cause for some debate, with the Arena Amazonia a fitting name for a location in the heart of the Amazon jungle.
But Henderson insists the squad are not concerned by the tropical climate, despite temperatures of 33 degrees Celcius greeting them in Manaus.
"The heat is difficult but you have to try and not even think about it,” he said.
“We have done adaptation training, either in chambers or warm weather training in Miami, Portugal and now in Brazil. Hopefully our bodies have adapted to it a little bit.
“You can see it is going to be hot but we just have to forget about that and concentrate on the game. I am sure we are fit enough for our bodies to deal with it."
Henderson looks a likely starter against Italy - a view shared by Sky Sports users who have picked the Liverpool midfielder in their thousands using the England Team Selector.
Henderson's Liverpool teammate Sterling to also proving a popular selection - but there is no place in the team chosen by you for Danny Wellbeck or Barkley.
Sterling was sent off in England's warm-up clash with Ecuador and subsequently suspended for the final friendly with Honduras but his displays in a Liverpool shirt appear to have made him a favourite with skysports.com readers to make Roy Hodgson's starting XI.
He is also a must-have for Soccer Saturday's Matt Le Tissier, Paul Merson and Phil Thompson who all used the England Selector to choose Sterling.
Who do you think Roy Hodgson should pick? Click here to have your say with our England v Italy Team Selector
Hodgson's going to throw Sterling on as an impact sub on the hour. Remember Walcott against Sweden at Euro 2012? Came on when the opposition were tiring, ran them ragged and turned a 2-1 deficit into a 3-2 win with a goal and an assist. Woy's got this figured out.- thefuldutch