The 29-year-old former Hull KR player was the only new face named in coach Steve McNamara's 30-strong elite training squad in preparation for the end-of-season World Cup.
"It's like a dream come true. I was a bit shocked when Steve rang me. I knew I had been playing reasonably well but to get that call was unbelievable," he said. "Hopefully I can push on and make something of it. I know that squad will get trimmed down later in the year and I just want to keep my form up for Wakefield."
McNamara has also to find room for his Australia-based players before trimming his final squad, and Cockayne knows he has some work to do to overhaul Ryan Hall (Leeds), Josh Charnley (Wigan) and Tom Briscoe (Hull), who are all in front of him in the current pecking order.
McNamara admitted he could not ignore the claims of the form winger from the early rounds of Super League but says he has had his eye on Cockayne for some time.
"Over a sustained period of time his form has been outstanding," McNamara said. "He caught my eye last season and his form is even better at the start of this season.
"He's a very infectious character and I'm sure he'll bring energy and enthusiasm to the squad. He's a very smart rugby league player."
The call-up marks a transformation in the fortunes of a player who was sacked by Hull KR two years ago after he failed to heed a final warning for a breach of discipline.
He was thrown a lifeline by home-town club Featherstone and turned around his personal life before returning to Super League with the Wildcats.
"There's a lot of people at Wakefield who have to be acknowledged for this, especially the coaching staff for giving the chance to get back into Super League," he said. "They've given me a bit of a free role within our team and I think that gives me a chance to express myself a bit more."