Alongside Turkey and China, they face a tall order to progress.
But Costa Rica - with a population of only four million - has a rich football heritage in a country where each town is certain to contain a school, a church and a pitch.
Costa Ricans have been playing football for 125 years.
But they finally broke through onto the world stage for the first time when they qualified for the 1990 World Cup in Italy.
Costa Rica were coached by wily Yugoslav Bora Milutinovic - who took Mexico to the quarter-finals in 1986 - and were enthusiastic, disciplined and motivated.
Ironically, Milutinovic will be in charge of China this time around.
In Italy, Costa Rica began their campaign by defeating Andy Roxburgh's Scotland 1-0 with a goal from Cayasso.
Milutinovic's side then ran Brazil close before losing 1-0. And then they beat Sweden 2-1 to finish in second place behind Brazil in their group.
We'll be going to the World Cup to improve on 1990. Anything less is out of the question
Costa Rican FA chief Hermes Navarro
Surpassing all expectations, they progressed to the second round before slumping 4-1 to Czechoslovakia.
But the upsurge in fortunes was not to last as disorganisation in the Central American country's football structure led to failures to qualify for both USA 1994 and France 1998.
"Many mistakes were made after the World Cup in Italy and I have spent a lot of time and energy making sure we don't repeat them," said Hermes Navarro, head of the Costa Rican football association
"We cut out all the excuses and concentrated on what we should have been focusing on - the players and technical groups.
"We'll be going to the World Cup to improve on 1990. Anything less is out of the question."
The side is now coached by Brazilian-born but naturalised Costa Rican Alexandre Guimaraes - a player in 1990 - who succeeded Gilson Nunes in 2000.
Guimaraes inherited an outfit that has grown up fast since the new foundations were laid by Colombian Francisco Maturana between 1998 and 1999.
"Maturana dictated the rules and all of us had to adapt to a different mentality," said striker Roland Fonseca.
"From that point on, Costa Rica began to blossom."
Costa Rica topped the final Central American/Caribbean qualifying group with seven wins out of 10 matches.
They sealed their berth in at the finals with two matches to spare after a 2-1win over the USA in September 2001.
And with players such as Manchester City striker Paulo Wanchope, Fonseca and exciting youngster Tony Parks, Costa Rica are full of confidence that they can eclipse 1990.
"The infrastructure has not yet reached perfection but when we get there, we'll deliver the goods and really hit home," said Costa Rica's chief junior coach Carlos Watson.