The Welsh go into Friday’s clash with Belgium with both teams joint-top of their qualifying group for Euro 2016.
There have been plenty of heartbreak stories down the years when the likes of Neville Southall, Mark Hughes, Ian Rush and Ryan Giggs failed to grace a major tournament.
But Coleman insists his players can handle the pressure of qualifying for a major finals for the first time since the 1958 World Cup.
“This is what we have always wanted,” he said.
“The difference in this camp is the attention we have had and the interest from outside.
“It is huge, but we cannot complain because we have said for a long time we wanted to play in front of full houses against the best teams in the world – playing to do something special.
“Hopefully it gets bigger and bigger because with every result we get, the next game gets bigger.
“The more times you are in those big games and you take care of the pressure, you get better for it.”
Beating Belgium, the world’s second-placed team on the FIFA rankings, is a tall order but victory would take Wales three points clear at the top of Group B.
The game at the Cardiff City Stadium will also see Gareth Bale earn his 50th cap, nine years after making his debut as a 16-year-old against Trinidad & Tobago.
And Coleman believes the Real Madrid winger is an inspiration to youngsters wanting to play international football.
“It’s fitting that his 50th cap comes in a top-of-the-table clash,” Coleman said.
“No Wales player has ever got to 100 caps and three years ago when I came into the job there was the challenge – who is it going to be?
“It’s a number but it’s also proof that you’ve put out for your country, you had that passion and desire to turn up.
“Baley should be proud to get to 50 at his age and is a great example for our young players who haven’t hit the squad yet. He’s definitely a shining light there.”
Watch Wales v Belgium live on Sky Sports 5 at 7.45pm on Friday.