Southampton striker Lambert scored with his first touch on debut to earn England a 3-2 victory over Scotland in an international friendly at Wembley. Read our match report here.
The 31-year-old started his career at Blackpool in 1998 but was released in 2000 and worked in a beetroot factory for £20-a-day until Macclesfield signed him in 2001.
He had spells at Stockport, Rochdale and Bristol Rovers before in 2009 he moved to Southampton, for whom he scored 15 goals in 2012/13 in his first season in the Premier League.
Reflecting on Lambert's 70th-minute strike, Merson said: "To score at Wembley is everybody's dream and to start off - with no disrespect - in the league that he did makes it an unbelievable story," said Merson, who won 21 caps for England.
"When you start your career at clubs like Arsenal, Man Utd or Chelsea more often than not you've got every chance of playing for England.
"But if what he's done was in a book, you'd throw the book down. From Rochdale to Southampton to Wembley and scoring the winning goal for England against Scotland - England's biggest fixture - you honestly couldn't write it."
Lambert's strike capped an entertaining game in which Scotland twice led through goals from James Morrison and Kenny Miller, which were cancelled out respectively by a near-post Theo Walcott finish and a Danny Welbeck header from Steven Gerrard's free-kick.
Merson paid tribute to the quality of England's opening goal but said that Scotland boss Gordon Strachan would be far from impressed by the quality of his side's defending for the other two.
"England opened up Scotland with the first goal - it was a great ball from Tom Cleverley and unbelievable pace from Walcott and a good finish.
"But they then got done on two set plays. If we play Ukraine and Poland [in the World Cup qualifiers] and we got done on set-pieces we'd be devastated.
"But when the Tartan Army travelled down from Scotland they couldn't have dreamt in their wildest dreams the amount of fun they had for 75 minutes so they will go home happy."
Former Scottish international Alan McInally praised the quality of Miller's 49th-minute finish into the bottom corner past England goalkeeper Joe Hart but agreed that Scotland were undone by two lapses of concentration.
"To be fair I thought we hung on a little bit towards the end of the first half but we came out in the second half and seized the initiative," he said.
"It was a lovely goal from Kenny Miller but to be fair to England they've come back. I don't think that we tired but I think Gordon will be disappointed defensively.
"He'll be really unhappy with the defending of the free-kick for Welbeck's goal - we've got to be better than that.
"You've got two guys in the middle who we expect to winner a header - Russell Martin and Grant Hanley and they both get sucked in and Welbeck has quite an easy finish."
Scotland will play two World Cup qualifiers next month, against Belgium and Macedonia, before taking on Croatia on October 15.
Meanwhile, England's next clash is a World Cup qualifier against Moldova on September 6. Four days later they will play Ukraine before playing both Montenegro and Poland in October.
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