The real first match Wales played was in March of 1876 against Scotland, which was is the 3rd oldest football team in the world. Although Scotland did win the first bout, another bout was scheduled in Wales the next year. That was the first in the international football bouts in Welsh at The Racecourse Ground at Wrexham in March of 1877. Scotland won 2–0.
The first match for Wales’ and England was in 1879 a 2-1 win at Kennington Oval, London and then in 1882 Wales played Ireland succeeding 7-1 in Wrexham. The associations of the four Home Nations gathered in Manchester in December of 1882 to create the rules. This meeting was the creation of the International Football Association Board and the ability to make change to these rules is a job that they still do.
The British Home Championship began in the 1883-1884 season, which was a tournament that was played once a year with England, Scotland, Ireland and Wales. Wales was the winner on 12 different occasions, winning seven times and sharing the win on five.
The FAW joined FIFA, world football’s governing unit, back in 1906, however the relationship with FIFA and the British associations was not good and the British nations left the FIFA in the 1920s in an argument over payments to it amateur members.
The result was Wales didn’t join in the first 3 World Cups.