Toffee supporters are already fearing the worst after Saturday's 3-2 opening defeat to Blackburn.
Arteta has called for the strong characters in Everton's dressing room.
He told the Liverpool Echo, "The only people who can give things a lift at the minute are the players who are here,".
"The fans have been terrific and tried to stay behind the team. We have just got to get on with things because nobody is going to feel sorry for us."