The scenes at the Luzhniki Stadium at the end of our semi-final defeat to Croatia summed up what has changed about England at this World Cup.
Two years ago, when we lost to Iceland at Euro 2016, the team was booed off and there was a horrible atmosphere afterwards of anger and disillusionment.
On Wednesday night, it was totally different. There was no animosity at the final whistle and instead thousands of our fans wanted to thank the players for what they have done for everyone over the past month.
I was sitting in the middle of our supporters and it was great to see, despite the disappointment of the result. That connection between the team and the fans is back, which shows how far we have come.
World Cup 2018: Croatia 2-1 England (aet) highlights
That was the first England game I have been to at this World Cup, and also the biggest England match I have been at since I played in the semi-final of Euro '96.
It reminded me a lot of what that night against Germany was like, and how great a feeling it was to walk out on the pitch at Wembley. It is a lot easier to be a player in these games than it is to be a fan, though.
When you are a player, you can do something to influence what is going on and you don't feel that horrible tension and those nerves that eat you up when you are sitting in the stands.
As a fan, you go on the full ride. Wednesday was a nerve-wracking night and I was kicking every ball.
I had Gary Lineker on my left and Dan Walker on my right and I would imagine both of them had bruised legs on Thursday morning, because I kept grabbing hold of them every time something happened.
England experience epitomises a wonderful World Cup
Emotional scenes as England players react to semi-final defeat
I have worked on every major tournament as a BBC pundit since the 2006 World Cup and this one has been my favourite by a long way. To be honest, it might even have been the best in my lifetime.
Coming into it, I did not really know what to expect in Russia and like everyone else I was a bit worried about what might happen.
But everything about this World Cup has been as good as it could be - the atmosphere, the games, the feeling around the tournament - it has all been top quality.
What epitomised all of that for me was the way the England fans behaved this week, after arriving in their thousands before the semi-final.
It was amazing to be a part of it, and seeing them all so happy has been one of the stand-out moments of my time in Russia.
There has been no crowd trouble involving our supporters, and I have seen no idiots in Moscow.
I walked around the city with my son for two or three hours before the Croatia game and all the England fans we saw were having a great time, which is the way it should be.
That did not change after we were knocked out, either. They were saying exactly the same thing too - how great this World Cup has been, and how fantastic it has been for England.
As a team, England exceeded all expectations
From belief to despair - how we lived England v Croatia
The best team won on Wednesday, I don't think anyone can really argue with that. Croatia were better than us, and they deserved to go through.
England are heading home, or at least they will after Saturday's third/fourth place play-off against Belgium, which is a complete and utter waste of time.
We had all got excited and dreamt that it would be us facing France in Sunday's final - but why shouldn't we dream?
England had a great opportunity and it hurts to come so close to our first World Cup final since 1966, but I think you have to focus on all the positives that we can take from this campaign.
I would go back to what I said at the start of this tournament, which was that if this England team can go home with everyone saying that they could not have given anymore, then that would mean they had a good World Cup.
That is exactly what has happened.
Ultimately we were not good enough to win it, but we can accept that - as a team, they still far exceeded all of our expectations, and I would congratulate them for that. They have given us so much to shout about.
All the players deserve praise, but the highlight for me was the performances of Harry Maguire, Jordan Pickford, John Stones, Kieran Trippier and Jordan Henderson.
There were doubts over all of them before they came to Russia, but not anymore.
So much of England's success comes down to Southgate
Southgate has been majestic - Ferdinand
There were question marks over Gareth Southgate too, when he was appointed as manager in 2016.
But he has done a magnificent job. As well as our first World Cup semi-final for 28 years, our first win in a knock-out game since 2006 and our first win in a World Cup penalty shootout, he has given us hope, and something to cheer.
When I talk about what has changed for England, so much of it comes down to Gareth and his meticulous planning. He has built a team, and found a system that the players believe in.
There is lots to look forward to, too. Sometimes, when England go out of a tournament, there is a need to press the reset button and start again but that is far from the case this time.
We want to carry on what we are doing, and maintain the positive feeling around the team and the fans.
It is too early for Gareth to think about all of that now, because he will still be raw about England's defeat, but over the next two or three weeks he will reflect on what he has achieved and he should be very proud of himself.
Then he will start thinking about how he is going to take this team forward, into the 2020 European Championship, and how he can continue their improvement. That will be his next target.
Alan Shearer was speaking to BBC Sport's Chris Bevan in Moscow.