Veteran Joe Hart, who has 75 caps, is not going to Russia and Southgate's trio of keepers have only 10 caps between them.
"I was really pleased with what Jordan did," the England manager told British media.
"His decision-making on crosses, the punch he made, his distribution and calmness to slide passes into midfield... that was really important to the way we want to play."
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"There was a bit of a statement with the selection of Jordan."
Pickford, who has three caps, said Southgate had still not informed the squad who would be first-choice keeper in Russia.
"I've worked with the manager before at under-21 level, so maybe he will tell us in advance, but when that will be I don't know," he said.
"Nothing's been confirmed. I've just got to keep putting in performances and keep working hard in training. Getting the nod (against Nigeria) was brilliant – there's another cap ticked off and another solid performance."
England, drawn in Group G, begin their World Cup campaign against Tunisia on June 18, before facing Panama on June 24 and Belgium four days later.
(Reporting by Arnab Paul in Bengaluru; Editing by Ken Ferris)
