The Three Lions came from behind at Wembley to seal a 2-1 victory after extra time and reach a first major final in 55 years.
Harry Kane turned home the rebound from his saved penalty to settle a tie in which a Simon Kjaer own goal had brought England level following Mikkel Damsgaard’s fine free-kick.
Italy now await in Sunday’s final as Gareth Southgate’s side overcame the semi-final hurdle which had seem them most recently stumble at the 2018 World Cup.
The Denmark win on Wednesday night was almost the exact opposite of the last-four defeat to Croatia in Russia.
Trippier himself put England ahead with a free-kick before Croatia equalised and went on to win the tie in extra time.
The Atletico Madrid full-back believes the lessons of that night, as well as other games along the way, helped see them over the line against the Danes.
“We’ve learnt so much over the years,” said Trippier. “With the experiences we’ve had, we’ve been in two penalty shoot-outs since Russia, we’ve been to extra time.
“Going through that moment against Croatia was about learning. We’ve got an experienced group and young lads but it was one of those games where you stick together, don’t give up, and we showed great togetherness as a team, and the subs that came off the bench as well.
“We’ve come a long way since the semi-final in Russia. We’ve got so many good players now, different players from back then.
“It’s about progressing, and I think we’ve made big steps since the World Cup. As you’ve seen from the start of the tournament to now, we give everything, we don’t stop, we don’t panic, we’re calm.”
Trippier also said England will keep focused solely on themselves in the build-up to the Italy clash as they prepare for their first final appearance since winning the World Cup in 1966.
“They’ve had a fantastic tournament,” he said of Italy.
“Under (Roberto) Mancini they’ve been unbelievable. I think it’s like 33 games now they’re unbeaten.
“They’ve had a good tournament and they’ve got great experience in the team, quality players. You can’t hide away from the fact that they’re a good side.
“But we need to focus on ourselves, need to enjoy tonight and recover well because there’s a game only around the corner, just get back on the training field and focus on Italy now.
“We try to play good football, exciting football to put a smile on our nation’s faces.
“We’re in a final, and it’s something for the fans to be happy about and proud of and enjoy the moment. The fans and everybody in this nation absolutely deserve it.”