Neville has been taking his UEFA pro licence this summer.
The 38-year-old, who was joined on the course by former Manchester United team-mates Paul Ince and Ryan Giggs, said: "I want to be the Manchester United manager for 25 years like Sir Alex Ferguson, I want to be the England manager like Sir Alf Ramsey and I want to be knighted and sit there on Trafalgar Square with an open-top bus.
"But then I listen to the reality - 63 managers lost their job last year, there are talented people on the course fighting to get back into football, there are fantastically incredible, intelligent and talented people that I played with who have found it difficult in management.
"It's naive of me to turn round and make any bold suggestions of what I will do, or what I should do, or what I want to achieve. I've just got to take it day by day, and get through this course first."