The Gunners fell behind inside ten minutes when Younes Belhanda converted from the penalty spot before Lukas Podolski and Gervinho quickly restored sanity at the Stade de la Mosson.
"We knew it was going to be tough, they were champions in France last year and that is no coincidence," Arteta told Arsenal Player.
"They work really hard, they have some talented players and scored the first one at home, which means it is always difficult to get back into the game.
"But we scored two brilliant goals and managed to get the result - it was vital for us to get the first three points away from home.
"You can't panic, we knew in the last 25 minutes they were going to throw some bodies up front and create some problems. They missed a clear chance at the end but I am so glad to get the points, it is a brilliant way to start."