But how will the Dragons fare in only their second attempt on the world stage? Will it be Aaron Ramsey and Gareth Bale stealing the show? Are they under pressure to perform after working so hard to get here?
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Wales' trip to Qatar marks the first international tournament for the country since Euro 2016, in which they reached the semi-finals under Chris Coleman.
Under former Wales defender Robert Page - who earned 41 caps for the country between 1996 and 2005 - the Dragons will be looking to improve on their last World Cup outing.
After getting through to knockout stage in '58, Wales exited the competition in the quarter-finals, losing 1-0 to Pele's Brazil.
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This time round, after such a long wait to play in the tournament again, there's a huge sense of passion and belief pulsating out of Wales as the team wait to take on the world's best.
Just watch Welsh actor Michael Sheen's powerful speech last month.
Noisy neighbours England have unsurprisingly had their say on how they think their group rivals will get on.
But how do some of Welsh football's biggest legends think their nation will fare in the Middle East?
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Former Wales boss Mark Hughes thinks Wales certainly have an advantage over the other UK nation in Group B, thanks to the support from back home.
"The hardest part was qualifying and we always had the conversation that if we got there, we always thought we'd do quite well," the Bradford City boss told talkSPORT.
"But our difficulty was always qualifying always been difficult in times gone by.
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"Now they're there, I think they're just going to enjoy the experience, there's absolutely no pressure, no negativity, which England have to deal with every time they go to a major tournament.
"That's absolutely not the case with Wales. The whole nation's behind them, everything's positive.
"Having that as a player and knowing that, you're just going to go out there and give it your all, why wouldn't you."
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Dean Saunders has always flown the flag for Wales at talkSPORT Towers. Now, after having a tasty debate with Breakfast co-host Gabby Agbonlahor about Wales' chances, he insists spirit will be key.
But there's one man in particular that Saunders thinks will be vital in the tournament - and it's not talisman Gareth Bale or ex-Arsenal star Aaron Ramsey.
Ex-Liverpool midfielder Joe Allen has been ruled out for the opener against USA on Tuesday - but Wales are hopeful he will return for the second match against Iran.
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According to Wales legend Saunders, manager Rob Page desperately needs the Swansea man fit.
"We've got a lot of spirit, we've got the country behind us," Saunders said. "It's a tough group, Iran, USA and England, but we've got legs. In that heat, our strength as a team, right through the team, they can all run.
"They're not at their peak, Aaron Ramsey and Gareth Bale, but they're still class players.
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"I'm really hopeful that Dan James - who is lightening quick and still not played like I think he can play - but when we get pushed back as a team like we do in most internationals, and we break, you've got Dan James.
"Brennan Johnson at [Nottingham] Forest, he's quick. Bale is still quick. Ramsey, if he's fit, can run.
"But the key man for us is Joe Allen. If Joe's not playing, we haven't got a Premier League, or even Championship midfield player that we can put in."
Allen's former Wales teammate Hal Robson-Kanu also believes Allen is important to the squad, even if he isn't up to full strength.
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But he also believes Bale is just as important, too, despite his career starting to wind down at MLS club LAFC.
"It's going to be a unique experience for all players going into the tournament but actually having experience of players who have played and performed in previous tournaments is going to be key," he said.
"An unfit Joe Allen, versus no Joe Allen at all, you take an unfit Joe Allen all day long."
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He continued: "I think [Bale] has very much changed the way that he's played, he doesn't use his physical attributes as much, he was explosive.
"So, he's changed and adapted his own style and for me he is still - in particular at international level - as effective. From a set piece he is deadly, both in terms of delivery and scoring and in terms of utilising and getting the most of the players around him."
Wales' first game in Group B is against the USA, who also did not qualify the 2018 World Cup in Russia.
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Page's side often play in a 5-3-2 or 5-2-3 - and the latter is believed to be preferred in Qatar.
And Robson-Kanu explains why the Dragons will not be thinking about England on November 25 just yet.
"Going into a major tournament your focus is always on the first game, you don't look beyond that," he said.
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"Regardless of whether it's England in the second game or third game, if there's a big publicised game and it's not the first game, in camp you genuinely do not acknowledge it.
"Your focus is fully and fundamentally on that first opponent, and the importance of that is if you start well enough in a group stage in a major tournament, you can even gain more momentum coming into the tournament and use that momentum to carry you through.
"We did that in 2016, that first game that 2-1 win. Obviously I scored the winner in that game but the momentum that that gave us really propelled us almost into the semi-finals.
"If we'd have drawn that game or lost that game, we'd have never achieved what we achieved in that tournament."
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