That type of game may influence Hay's selections, with certain players used to get through the first hour or so, before others can come on when there may be more space.
How the young players in the New Zealand team handle those confrontations – and the physical and mental pressure that will be coming – could define the contest.
Hay's team is the youngest All Whites squad fielded in an intercontinental playoff, by some margin.
There is a lot of hope for this generation, particularly with direct qualification via Oceania for the 2026 Fifa World Cup, but Hay wants his team to seize the moment now.
"[People] are looking ahead at 2026 when many will be at their peak but nobody has a crystal ball - we don't know what the future holds," says Hay. "Our time is now. We've got some key older players that bookend this young group, which is why we have got a really good shot at doing something special."
That won't be easy, against a formidable Costa Rican team, ranked 70 places above New Zealand (31 vs 101).
Hay wants his team to play with "real courage" – both in possession and to press – and stop the threats from Los Ticos. He is confident that they won't be overawed by the occasion, even though it will be hard not to be.
"We have tried to keep things very relaxed inside the environment," said Hay. "Of course it is not any other game, but we are trying not to talk about the outcome too much."
He conceded that most in the football world have written off the All Whites but was also aware of the optimistic sentiment from home.
"New Zealanders are expecting a good performance from us and rightly so," said Hay. "The players are in good space. It will come down to fine margins, little moments in the game and our ability to stay focused and believe in ourselves as well. All the pressure is on Costa Rica. I'm sleeping pretty well, I'm not sure their coach will be though.
Captain Winston Reid said he was "ready to go", with no issues from the groin complaint that saw him miss the Oman game on Thursday and a training session.
Reid is often understated, but there was no doubting his pride as he pondered what is up for grabs.
"If I look back at the beginning of my career I was fortunate enough to go to a World Cup, so at the back end of my career to go back to another one and be one of the leaders to do so would be a huge honour for me.
Do I feel pressure? Of course I feel pressure but you want to do well for your country and the rest of the players and staff. We have been focussed for a long time on this and we are ready for the challenge."
Asked by a Costa Rican journalist about the expected additional support from thousands of Peruvian fans for Los Ticos, Reid said he was just grateful to see full grandstands.
"The game is always more fun when there is fans involved and the last couple of years have not been the easiest with Covid etc," said Reid. "Fans are part of the game and that's why you want to play in big matches. If Peru fans are coming to support Costa Rica I don't see any problem with that and we will be able to deal with that."
The All Whites have tried to plan for every contingency, which includes the possibility of a penalty shootout to break a 120 minute deadlock. Hay confirmed the New Zealand team have been regularly practising spot kicks after every session and even employed different methods to try the replicate the pressure of the real thing, in some way.
The starting XI will be similar to the team employed against Peru. Marko Stamenic will probably shade Clayton Lewis for a midfield spot, while it is also a close call between Tommy Smith and Nando Pijnaker.
Possible All Whites XI versus Costa Rica
Oli Sail, Niko Kirwan, Bill Tuiloma, Winston Reid, Nando Pinjaker, Liberato Cacace, Marko Stamenic, Joe Bell, Matt Garbett, Alex Greive, Chris Wood
