The Newcastle defender only made his international debut last year and now finds himself in Thomas Tuchel's 26-man squad in the United States.
England arrived at their World Cup base in Kansas City on Saturday following a camp in Florida, where they played two friendly matches against New Zealand and Costa Rica, winning both.
Burn, 34, spoke to reporters after the players were put through their paces in stifling heat at Swope Soccer Village, watched by dozens of children.
Tuchel, wearing a hoodie with a cap underneath, took a back seat during the relaxed session, with a US flag and England flag fluttering in the breeze.
Centre-back Burn, who stands at 2.01 metres (6ft 7ins), said it was "special" to be at a World Cup so late in his career.
The defender laboured in the lower divisions of the English game, even playing non-league football, before his breakthrough at Premier League side Brighton and eventual move to Newcastle in 2022.
"A bit surreal, I think. If you'd asked us when I was out at Darlington in the Conference (non-league) and League Two whether I'd be here, I probably would have said 'no', especially at this age," he said.
"But I'm just trying to enjoy every moment. Obviously, everything's brand new to me. It's a first for everything. So, I'm very excited to be here.
"I want to help the team as much as I can, whether that's starting or coming on, trying to win games or close out games."
Burn said Tuchel's England boasted top-quality players but also had a strong team ethic as they aim to win just the second World Cup in their history.
And he underlined the positive vibe in the camp.
"I think it's quite easy when you come to these tournaments to have quite superficial conversations," he said.
"It's just normally, like, 'Hi, how are you?' But (we are) really taking the time to get to know each other on a deeper level. I feel like those little percentages can be the difference in big tournaments like this."
England start their World Cup campaign against Croatia next Wednesday in Arlington, Texas.
Croatia were runners-up at the 2018 World Cup in Russia and finished third in Qatar four years later.
"That's going to be a tough test for us, especially in our first game," said Burn. "I think that's probably, on paper, the toughest game. But we'll be well prepared for it and be ready to go."
The other two teams in Group L are Ghana and Panama.
FIFA World Cup 2026
The 2026 World Cup will be held from June 11th to July 19th in the United States, Canada and Mexico. The tournament will feature 48 national teams and will be played in 16 modern stadiums.
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