The Magpies, looking for a third successive league victory, succumbed despite twice taking the lead at St James' Park when Sone Aluko snatched the points for the Tigers with a late volley.
Alan Pardew's men return to action in the Capital One Cup on Wednesday evening when Sky Bet Championship Leeds head for Tyneside, and Coloccini is looking for an instant response.
He told the Chronicle: "There were bad feelings after Hull - frustration, anger and everything you would expect.
"But we have a game on Wednesday and we have to turn the page right now. We must look to the next game."
A measure of calm had broken out in the city following another tumultuous summer, and successive wins over Fulham and Aston Villa either side of the international break had seen an air of optimism replace the anger and pessimism prompted by owner Mike Ashley's controversial decision to appoint Joe Kinnear as director of football and his subsequent lack of success in the transfer market.
However, there were boos on the final whistle at the weekend and Coloccini knows a significant improvement is required.
He said: "If we want to be serious about being in the top 10 or look to bigger things or be a big team in the Premier League, we have to start to take the chances we have. If not, we are going to have problems.
"We do not want to be like we were last season. We ended the season fighting against relegation - we can't have that again, so we have to look at our mistakes and keep going.
"When we have chances to beat teams like Hull, we have to take them. We have to learn.
"Now we have to look to Leeds, get the win and go through in the cup."