Defeat with honour is one of those platitudes which echo emptily around the dressing room of a beaten team. Millwall's players sat silently, attentively, as they were reminded of the realities of their trade.
"Keep your heads up," said their manager Kenny Jackett, who was perched on a treatment table in the middle of the room. "Be proud of what you have achieved to get here. But put it to bed. We need to stay in the Division. Let's do that sooner, rather than later."
The next game is always the most important in football. Millwall's is in the Championship against Watford, at the Den, on Tuesday. Results went against them yesterday, away from a rain-lashed Wembley, and they need at least four points to feel safe.
So much for the romance of the FA Cup, and my supposed status as a lucky charm, which prompted Jackett to invite me to share the experience of a showpiece semi-final. These are vignettes from a day which began in hope, and ended in desolation.
Chelsea Harbour Hotel 12.00
Jackett has finalised his game plan, before information overload can kick in. Several Premier League clubs have supplied him with tactical, statistical and time-coded summaries of Wigan's strengths. Helpful, but he prefers to trust his instincts and experience. "You have to put everything in the context of your players" he says.
Could Wigan's strength, the pace and width offered on the right by Jean Beausejour, emerge as a weakness, if Millwall exploit the space behind him in a swift counter attack? The Premier League team will probably dominate possession, and the underdogs cannot afford to be passive "You can block it and stop it and still lose 2-0" Jackett reasons.
Hotel Meeting Room 1.15pm
The twin extremes of football are captured in a high-windowed room overlooking the harbour. The callow figure of Chelsea loanee George Saville sits alone, texting the news he has failed to make the bench. He is ashen. Jack Smith, who missed Millwall's last visit to Wembley, and has been marginalised in recent weeks, fulfils a lifetime's ambition. He beams out, on to an entirely different world, from a maroon beanie hat.
Paul Robinson, whose season has been wrecked by a groin injury, scored the winner in Millwall's last visit to Wembley, in 2010.
He views the scene through the eyes of a senior pro: "There's the joy and cruelty of football right there. You've got to enjoy these occasions while you can."
Team Bus, inching along the A40 3.30pm
Goalkeeper David Forde looks out on to a sodden carriageway. The bus is a more solitary experience these days. There are no card schools, and players retreat into their own world, behind the headphones.
Forde is different. He likes to talk, and the sight of Wembley's signature arch fires the blood.
"This place is something special" he says. "It has an aura of positivity about it. "The noise is incredible, and it makes communication difficult, but what a place to play. I could have three games here in the next month – that's mad isn't it? Most players don't get the chance to do it once."
Home Dressing Room 5.02 – 5.08pm
The players come back roaring from their warm-up. They seek collective strength in mutual encouragement, and the words come quickly, loudly and easily in a stream of consciousness: "We work today… no regrets… individuals doing their jobs… this is all about us"
Jackett fills the final seconds before the buzzer sounds: "Believe in yourselves. Passion is good, but be cold, professional. This is a great opportunity for you. Grab it. Don't be frightened. Our shoulders don't slump, ever."
The game is on you, so quickly. Millwall fall behind midway through the first half with a goal of Premier League precision. Jackett is calmness personified at half-time. He acknowledges the quality of the move, and instructs his players to be braver on the ball. "The longer we stay in the game, the more nervous they will become." His team doesn't make the most of a dominant 20 minute spell, ended by Callum McManaman's second goal.
"They turned up today, didn't they?" said Jackett to his team. "When they do that they can beat Man United." But that was a football man's observation. The narrative of the day had been set by graphic images of Millwall fans, fighting among themselves. Jackett hadn't been aware of the problems, since he spent the game on the edge of his technical area. But it was all anyone wanted to talk to him about.
Welcome to his world.