However, Spain hit back nearly immediately through Saul Niguez and Rodrigo netted later on in the first half to give the visitors the lead.
However, the referee deemed the Arsenal forward to have fouled De Gea leaving the England players aghast at the disallowed goal.
Marcus Rashford sent out a reminder of his huge potential as England's World Cup homecoming ended in defeat at Wembley.
England responded in style and scored a goal of stunning quality in the 11th minute.
There was some relief for England, though, as left-back Luke Shaw confirmed he is fine after being stretchered off early in the second half with a nasty head injury.
Spain though were soon in the lead as Rodrigo arrived late in the box to connect perfectly to Marcos Alonso's near post free-kick, with 32 minutes played.
Rodrigo was wide with a speculative effort on 22 minutes before a well-worked England free-kick almost paid dividends, but Harry Kane was crowded out as he set to shoot after Maguire's header across goal from Shaw's lofted delivery.
After a slow start to the second stanza, both coaches opted for changes as England threw on Eric Dier for Jordan Henderson, while Marcos Asesnio replaced Iago Aspas for the visitors.
The 23-year-old received six minutes of treatment on the field before being carried off on a stretcher, wearing a neck brace and an oxygen mask.
The incident silenced the crowd and seemed to distract the hosts whose sloppiness invited Spanish pressure.
Southgate said the goal should have stood but admitted his side had struggled to counter Spain's passing game.
He said: 'We could have folded and disappeared.
"But I'm proud of the way we finished the game".
England have now lost three matches in a row - against Croatia, Belgium and now Spain - proof they are still a work in progress.