The Welsh team had failed to qualify for a major tournament since 1958. That was 58 years ago and not even their coach had been born when a 17-year-old Pele knocked them out of the World Cup in Sweden. So this had been a long time coming, but many will feel it was worth the wait.
Because instead of making up the numbers in France, Wales were wonderful in this tournament. It started with a 2-1 win over Slovakia, a fantastic free-kick by Gareth Bale and a late winner from a player who would emerge as a new star, Hal Robson-Kanu.
But it got better. Defeat to England in the last minute was tough to swallow, but Bale and his team-mates stayed on the pitch and clapped. Like their motto, together they were stronger - and they picked themselves up to thrash Russia in their final group game. Such was their dominance that they went two up within 20 minutes through Aaron Ramsey and Neil Taylor - the latter having never netted a goal for his country or a professional club in his entire professional career.
Bale was on target again and the 3-0 win saw Wales win their sector ahead of England as Roy Hodgson's side huffed and puffed but were unable to penetrate the Slovakia defence in the other group game. "It's always nice to get one over the English," Bale said afterwards. It will have been.
Northern Ireland were up next in the last 16 and Coleman's men emerged against a defensive rival, Wales' extra quality ultimately making the difference as Bale's dangerous cross was turned into his own net by Gareth McAuley. There was little between the two teams, but a sprinkle of stardust from their finest footballer swung the game Wales' way.
They were now in the last eight and having matched their best achievement ever in a major tournament, the Welsh wanted more. Coleman's side went behind to a stunning strike from Radja Nainggolan against Belgium in Lille and many expected the worst, but they produced an unexpected comeback as goals from Ashley Williams, Robson-Kanu (whose brilliant Johan Cruyff-style turn and finish is one of the highlights of this competition) and Sam Vokes secured a fantastic 3-1 victory.
It was an astonishing performance to stun a Belgian team that had come into the tournament as one of the favourites and that were ranked by Fifa as the second-best side in the world.
"Dream! Don't be afraid to have dreams," Coleman said afterwards. "Because four years ago I was as far away from this as you could imagine. And look what's happened. If you work hard enough and you're not afraid to dream and you're not afraid to fail. Everybody fails, I've had more failures than I've had success but I'm not afraid to fail.
"And every now and again -- I can't say every now and again because this has never happened to me -- but I'm enjoying it, it's sweet and I think we deserve it.
They absolutely did and the hordes of Welsh fans out in France had hoped the dream would continue with a win over Portugal and a place in the final of Euro 2016.
Ultimately, without suspended pair Ramsey and Ben Davies, it proved a step too far. On the night, Wales were beaten by a better team as Cristiano Ronaldo produced a brilliant header to make it 1-0 five minutes into the second half and Nani netted a second after turning a shot from the Real Madrid man into the net three minutes later.
Portugal had hit Wales in their most vulnerable moment to knock the stuffing out of Coleman's men - and this time there was no way back. So the dream died, but it will go on and after the match, the fans saluted the players, while the footballers also applauded their supporters.
"Please don't take me home," they sang. Now they will be going home, but Wales have been one of the best stories from this European Championship and for every Welshman, be it a player, coach or fan, the memories will last forever.