Palermo defeated Cagliari 5-0 on Tuesday in Zola’s first game in charge of the Sardinian outfit.
The 48-year-old replaced Zdenek Zeman during the winter break with Cagliari having won just two of their opening 16 Serie A games.
“It’s not the best of starts,” the former West Ham and Watford boss told the Italian press. “We knew that Palermo would be a difficult rival. But I believe this loss will be a lesson from my players and we will work hard to improve.
“We cannot dwell on the defeat, we have to react in the best possible way.”
The loss, Cagliari’s ninth of the campaign, left the Rossoblu in the relegation zone, four points clear of safety.
“I know that the Cagliari that we saw against Palermo is not the real Cagliari,” Zola said. “I nevertheless expect a lot more from my players.
“The Serie A is a tournament that makes you pay if you make mistakes. I know that this is the start of a long journey and for us it’s a marathon.”
Zola, who played seven years at Chelsea before ending his playing career at Cagliari, is confident he can turn things around and help the Sardinian outfit avoid relegation.
“There are the right conditions to do well,” he said. “We have important values and the club is doing things in the right way.
“I believe I can give my contribution. We have good players and this team can come out of this difficult situation.”
Cagliari host bottom-side Cesena on Sunday.