Bellingham was man-of-the-match in Gelsenkirchen for an all-around outstanding display which lit up an otherwise flat opening night for the Three Lions in Germany.
The 20-year-old powered a header into the top corner on 13 minutes from Bukayo Saka's deflected cross before bowing on one knee alongside Liverpool's Alexander-Arnold as they both covered their faces with one hand.
"The celebration was from a game we play called 'Wolf' and one of the staff always holds his face like that when he doesn't know what's going on," said Bellingham.
"So it was more a celebration for the backroom staff who put in so much work every day and they won’t receive any awards like this (man-of-the-match trophy) or get to have the moments we get to have on the pitch.
"But we value them so much and it's important going through the tournament that we keep that atmosphere."
The game in question is a murder mystery and sees one player selected as the 'wolf', while everybody has their eyes closed, with the others then having to work out who was picked.
Bellingham and Alexander-Arnold have struck up a close relationship off the pitch in recent years.
Gareth Southgate's decision to push Alexander-Arnold further forward from his usual right-back role at Liverpool was met with mixed results, but Bellingham is hoping that experiment continues as the tournament progresses.
"He makes it so easy for me because he can control the game so well defensively in that position," added Bellingham.
"I think we understand each other well with the ball, he wants to play positive all the time, he wants to play forward all the time.
"We accept as team-mates who have that kind of quality that we are going to lose the ball and that's fine. We will win it back for each other and we will keep playing. I thought he was brilliant."