Coleman's side begin their World Cup qualifying campaign against Belgium on Friday evening and many people believe that this is the team's best chance of making a major tournament for a considerable number of years.
The former Fulham manager said: "Already people are talking about a golden generation of players. Well I'll agree with that when we do the business, that's when it'll be a golden generation of players.
"We haven't done anything. We haven't qualified. You can win friendlies and qualifying matches, but we've got to qualify.
"It's a new campaign, some changes have been forced upon us because of injury, but we are all on zero points and need to concentrate on our performance."
Coleman took the Wales job in January following the death of Gary Speed.