Ten Hag's first competitive game as United boss ended in a 2-1 defeat at Old Trafford as the Dutchman's reign got off to the worst possible start.
Pascal Gross scored twice to put Brighton 2-0 up at half-time, and Ten Hag said the confidence of his team had disintegrated after a positive start.
"I think it was a good start and then after we dropped down a level in belief and we made mistakes and the opponent punished us," Ten Hag said in a news conference after the game.
"I can understand that [a lack of belief] after last year but it's not necessary. They are good players; self belief is from yourself.
"I know it could happen, but I think we should have done better, that's clear, but also it will not come overnight. Today we had a worse period during the first half and we have to learn from that. That's also clear."
Ronaldo looked set to start after an injury ruled out Anthony Martial, but afterward Ten Hag defended his decision to bench the 37-year-old.
"If there was an available striker, I would have played him," Ten Hag said. "Cristiano Ronaldo is now maybe for 10 days in team training and too short for 90 minutes, so that is the reason we didn't start him. We have two strikers [Martial and Ronaldo], maybe a third one, [Marcus] Rashford.
"We considered him as a striker but he had a really good season on the left side and he had two really good chances, but the typical nine wasn't available today."