In this essay, I explore the defining features of Generation Alpha, the generation of children born between 2010 and 2025, to better understand the implications for advertising practices. Generation Alpha children are growing up with digital market spaces and tend to prefer digital activities over outdoor play. The complex digital media environment they navigate presents several challenges, which are discussed throughout the essay. I highlight their potential as consumers and examine the implications for advertisers. In particular, I explore the difficulties that advertisers may encounter when targeting this emerging generation of consumers. The essay concludes with a proposed research agenda that outlines a roadmap for engaging the next generation of consumers in a responsible manner, with a focus on safeguarding children's rights.