It's hard to be disappointed by a 5-0 victory, but I will attempt it.
The U.S. team played virtually the whole game in Costa Rica's end of the field, and the majority of that in or near their opponent's penalty area. For all that they got 4 "deserved" goals and one fluke goal, when a Costa Rican defender fanned on the ball and allowed it to roll straight to Mia Hamm 5 yards away from the goal. The problem with this is that against better teams, there will not be 100 scoring opportunities in a game, and converting only 5% of them will not seem so impressive.
For all the attacks the U.S. generated, they actually created relatively few threatening shots on goal. In addition to the 4 "good" goals, I saw the Costa Rican keeper make maybe 3 difficult saves. So that only adds up to 7 on-target, threatening shots in the whole game. What happened the rest of the time? A lot of shots were blocked by defenders, a lot of shots were far off target, and a lot of crosses went to nobody in particular. Time and time again, close range shots that should have been easy goals went wide or sailed high over the crossbar.
To win the upcoming World Cup, the U.S. will have to create a better goals-to-chances ratio.