The midfield playmaker recalled her playing days as a teenager, when she was told she wouldn't reach the big-time and was forced to leave her home State as a 15 year-old to try to realise her dream.
"I probably lacked confidence and self-belief growing up as a junior," Gorry told The World Game. "I've developed those things over the last few years, especially playing for the Matildas.
"They always drill it into you to be confident and believe in yourself on the field, because if you didn't have the necessary ability you wouldn't be in this team in the first place. That's what I've learned over the last few years and that's what's built my confidence.
"It wasn't so much that I was shy as a teenager, but when the W-League came around there were a lot of older players in the Roar team and the coach kind of told me I probably wouldn't make it. That made me put a bit of fire in the belly.
"I went and had a stint with Melbourne Victory and that grew me as a footballer.
"Being 15 years old and going to a different State to play football and learning so much in those few years just improved me as a player, and then coming back and working my way into the Roar team with the quality they had made me so much more confident in my ability."
Now 22 and playing for Kansas City in the USA, Gorry said she worked it out for herself that she needed to become more assured.
"I knew that when I was confident I would have a good game and if I was lacking confidence I wouldn't play very well," she said.
"I knew I was a good player, but I just had to believe I had the ability to go out there and do the things I do. I needed the confidence to believe I could do it all the time.
"When you give a pass away you can't get down on yourself, you've got to pick yourself back up and fight for the ball and make sure you get the next pass right.
"That's something I've concentrated on the last few years. You try not to make mistakes, but when you do make one you have to move on."
Gorry has been representing Australia for almost three years. She said Alen Stajcic's coaching style suited her.
"If we make mistakes in games, 'Staj' usually pulls us aside and shows us on the video what we look like when we lose the ball and get angry," Gorry said.
"The next time you lose the ball, you don't want to look like that, so it has the effect of making you work as hard as you can to win the ball back and erase the mistake from your head and try to do better next time.
"Staj shows us a lot of footage of what we do on the field and that has helped us a lot. There's no point in getting angry with yourself - it just wastes energy.
"It's good watching it because most of the time if you think you've played badly you find you haven't played as bad as you thought. You can learn from what you did in the game and you can see what other players have done well and borrow from that, too.
"I know I'm not going to have a good game if I'm not confident in my ability and usually Michelle (Heyman), my room-mate, and I will sit down before a game and talk about all the things we want to achieve in the game.
"I think that really helps us to visualise a game and I find now that if I go out believing I can make something happen, then it usually happens."
Gorry said she couldn't have won the AFC player of the year award without her team-mates believing in her.
"When I step on the field and I know they have confidence in me it always boosts my confidence as well," she said.
Australia is in a tough World Cup group, alongside USA, Sweden and Nigeria, but Gorry welcomes the challenge.
"People are calling it the group of death, but you've got to beat the best to be the best and I think we actually play better when we play the best teams," she said.
"We're just going to go out there and give it our all and hopefully come out with the result at the end of the day.
"If we get through to the next round from that group it will mean we've achieved good results against top teams, so anything would be possible from there."
