The Shrimpers gave their manager Paul Sturrock, at home because of an infection in his leg, a tonic with a well-deserved 2-1 win to inflict a third defeat in four games on faltering Vale.
Coughlan said: "It's all down to the players and I'm very proud of them. All I did was stand there. They are a great set of lads who work their socks off every day and I can't praise them highly enough.
"It's a massive win and now we've got to go on from here. We've got to believe we are one of the best sides in this division and put a run together until the end of the season.
"It was a very pleasing result and performance. In the first-half the system worked really well. We stopped Vale getting any joy down the flanks and when we were in possession we caused them a lot of problems."
Vale boss Micky Adams said: "It was very disappointing again and I'm fed up of saying the same things. We went two goals down and never recovered.
"We keep giving our opponents a lift at the moment. I have no complaints about the penalty and the second goal was also avoidable. We should have put the ball into the stand instead of trying to play.
"We had a go in the second-half. We had to go more direct and fight for second balls because we were getting no joy down the wings. It worked to an extent.
"After getting a goal we had chances and could have snatched a point, but it would have been snatched.
"Promotion seems a million miles away at the moment because we are having a bad run at the business end of the season. The first target is to make sure we get enough points to get into the play-offs and then go from there."