But playing well and battling to a draw won't cut it any more. An exit at the group stages would be a disappointing outcome.
The players know it, too.
Striker Hannah Wilkinson and defender Ali Riley both made statements this week that they genuinely believe New Zealand can win this World Cup.
Unrealistic expectations? Yes. But the underlying message is that, on their day, New Zealand are capable of beating any team at this tournament.
The Football Ferns have worked hard for this mindset. After making the knockout stages of the 2012 Olympics, the women's game piqued the interest of High Performance Sport New Zealand, who invested some much-needed money into their vision.
Tony Readings was the Ferns' only full-time worker in 2012 but the landscape has changed drastically.
The women's programme received $800,000 in 2013, $950,000 in 2014 and $950,000 this year.
The money enabled New Zealand Football to put a plan together. Readings was bumped up to head coach and is now joined by a full-time assistant, goalkeeping coach, manager, performance analyst and sports scientist. They are now one of New Zealand's best-resourced sports teams.
And they have players to make the resources work. The Football Ferns are packed with experience and ability and the player who holds it all together is captain Abby Erceg. The centre back, who played in the 2007 World Cup aged 17, is a genuine world-class defender who is as good with the ball at her feet as she is in the air.
Joined by Ali Riley (91 caps), Katie Duncan (102) and Amber Hearn (99), the Ferns have never looked more polished and, despite starting as $4.50 outsiders to beat the Netherlands in their opening game this afternoon, should feel confident about their chances.
More than 42,000 tickets have already been sold for the opening double-header which includes hosts Canada taking on China as well as the Ferns game.
The figure will set a new record for a senior women's international in Canada and, with capacity at Commonwealth Stadium set at 52,000, is likely to sell out.
New Zealand have never won at a World Cup and have only one draw from nine games over three tournaments. Today, that needs to change.