Another ultimately fruitless qualification campaign drew to a close on Tuesday with a hard-earned 1-1 draw with Group A winners Belgium in Brussels, which came far too little, too late in terms of Welsh World Cup aspirations.
The Dragons last reached a major tournament in 1958, but an expanded European Championship in 2016 gives them a greater chance of ending what will by then have been a 58-year absence.
There was further encouragement in the manner in which a squad decimated by injury stood up to be counted for under-fire boss Coleman in Brussels and in Friday's win over Macedonia in Cardiff.
The point in Brussels, courtesy of Aaron Ramsey's late equaliser and several vital saves from goalkeeper Wayne Hennessey, marked the first time Wales had taken points from consecutive competitive fixtures since the final two games of the Euro 2012 campaign under Gary Speed.
Speed's death in November 2011 was unquestionably a factor in Wales' awful start to World Cup qualifying, which saw them lose at home to Belgium before getting trounced in Serbia as they struggled to recover from the loss of their popular manager.
It remains to be seen whether his successor will be in charge when the battle to reach Euro 2016 commences, with his future set to be decided after next month's friendly against Finland.
But Coleman knows Wales have to hit the ground running to ensure they are not cut adrift, as has been the case in several recent campaigns.
"A draw in Belgium is fantastic, but what we need to do in the next campaign is start it like we have finished this one," he said.
"This campaign we lost out first game 2-0 at home to Belgium, after having James Collins sent off, and then we get absolutely hammered in Serbia, and that was it.
"Before we have even started we are having to chase and we cannot afford to do that. We are not good enough to make those two games up. We have to hit the ground running.
"This campaign was slightly different because of the circumstances we found ourselves in. There was a quick turnaround and there was a negative mood for obvious reasons.
"But whatever group we have in the Euros, if we have our best players available more often, we have a good bunch.
"Games like this one against Belgium are the games we want to be involved in. To play in stadiums like that, against players like that, because that is how you improve.
"You sink or swim, you can't dip your toe in, you have to take the plunge. Can you handle the situation or not? On this occasion we handled it, but the next campaign we have to do it from the first game.
"Whatever group we are in for the Euros, we will have to go to places like this and stamp our authority on it. We have to start better."
While Coleman does not doubt Wales have the quality in their squad to qualify, he has refused to commit himelf to signing a new contract after talks with the Football Association of Wales stalled in the wake of September's defeats to Macedonia and Serbia.
The former Fulham boss has admitted his disappointment and suggested the development meant he would have to reassess whether he wanted the job or not.
But that is tempered by the knowledge that with a fully-fit squad, he and his players could achieve something special.
He said: "My doubts are, can I affect my country enough if we have important players missing?
"But equally, the carrot is, looking at some of the players who have come through during this camp and the world class players we have who were not here, the thought of working with these players.
"As I have said all along, I believe they can be a really good squad. But will we have our best players enough?"