Host nation: Qatar Dates: 20 November-18 December Coverage: Live on BBC TV, BBC iPlayer, BBC Radio 5 Live, BBC Radio Wales, BBC Radio Cymru, BBC Sounds and the BBC Sport website and app. Day-by-day TV listings - Full coverage detailsWales are going home from this World Cup and it's time to think about what lessons have been learnt for future campaigns, more than what could have been done differently in Qatar.
We need to shift our focus to the next major finals - the 2024 European Championship - and decide what direction we will take to get there.
That is the target now and I am 100% certain that Rob Page is the man to take us to Germany.
He got us to this World Cup, and he knows the squad and what work needs to be done for us to qualify, some of which has been shown in this tournament.
Wales need to find an identity
The first thing we need to do is establish is a clear identity, like my Wales team had when we reached the semi-finals of Euro 2016. We were a little bit nasty, and very hard to beat.
With our strongest side, we had probably nine seasoned professionals who had seen it all and weren't overawed by anything, whether it be the top teams or a hostile atmosphere.
We would keep a clean sheet and we always knew we had one of the best players in the world to rely on in Gareth Bale to get us something at the other end.
It's a different scenario for Page now, because Bale is getting older.
In Qatar, it felt like we were thinking about the new approach but hoping the old one would still work for us.
That's fine, but now is the time to look to the future. Page needs to come away from what used to work and find out what is going to be the new thing for Wales to fall back on.
So, are they going to try to out-play people, out-battle them…or do a little bit of both?
The good news is that we have a bit of time to breathe going into the next qualifying campaign for the Euros, which starts in March.
We have got Croatia, Armenia, Turkey and Latvia in our group, and the top two qualify automatically, with other spots available through the Nations League play-offs.
Getting through that is definitely doable and we must be thinking we can get to Germany, but at the same time Page has to decide what sort of side he wants us to be, and turn us into that team along the way.
Bale can bow out whenever he wants
It looks like Bale will be a part of that Euro 2024 campaign after saying he will play on for Wales for as long as he can, and for as long as he is wanted.
That's brilliant news for us. We haven't seen the Bale of, say, Euro 2016 at this tournament, but he still provided a massive moment by stepping up to score our penalty against the United States.
I am pleased he has a World Cup goal to add to his legacy for Wales, which was huge anyway.
I was a pundit on the England game with Ian Rush, another Welsh legend, but I wanted to make the point on air that he is the greatest Welsh player ever - and I would reiterate that here.
On the way to the game, we'd had a discussion with Gary Lineker, Alan Shearer and Rio Ferdinand about whether Bale is the greatest British player ever too. Everyone had a different opinion about who that actually was, but the fact Bale was in the conversation shows the scale of his achievements.
He's always given his all for Wales and it's not all been smooth for him. I've seen him play though injuries and nothing ever stopped him joining up with the squad, no matter where we were playing.
If he decided he was retiring now, no-one could complain about his commitment or his contribution to the national cause.
He led these boys to a World Cup so, whenever he wants to bow out, it is fine with me. He did mention the Euros are just around the corner so we might see him again. I hope so.
A new nucleus to the Wales side
Hopefully we can make plans involving Bale and Aaron Ramsey, and Joe Allen too, but the nucleus of the team for the Euros, and certainly beyond it, is going to have to come from elsewhere.
The positive thing there is that we have some good young players, and they all have a lot of caps already.
I am talking about Ethan Ampadu, Harry Wilson, Dan James, Joe Rodon and Brennan Johnson, most of whom have got 40-odd caps as well as experience of at least one major finals too.
I think it's time for them to see what direction Page wants us to go in and drive this team forward now, whether Gaz, Aaron and Joe are there or not.
I was really impressed by Ampadu's performances in Qatar, he is going to be a very important player for us in the next few years.
It is tough for him because his versatility is so useful for us, but him being able to play in so many positions means he has not nailed down one.
That might change if Page decides on a settled formation when he implements his plan.
Recently, we've been flip-flopping too much between three and four at the back, and that does not help players when they come into the squad.
If the team always plays with a set shape and in a certain way, it is much clearer to know what you have to do.
That has to change in this next qualification campaign. Making consecutive tournaments was the target for us after Euro 2016 - and it didn't happen. But Page has already managed that. Now we have to make it three in a row.
From 2008, when I made my Wales debut, up until the 2014 World Cup, we never even had a conversation between the players about making a finals, our approach was just to do our best and stay in contention as long as we could.
We have come a long way in a short space of time and had a fantastic time along the way, but now a new journey starts. Page and his squad have to work hard to make sure we get to the next party.
Ashley Williams was speaking to Chris Bevan in Doha, Qatar.
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