The Reds could have few complaints about the 2-1 reverse at the John Smith's Stadium on Friday as James Wilson's strike proved in vain on a windy evening in West Yorkshire.
"You have got to learn from these things," McGuinness told MUTV. "It can be a good lesson. Sometimes the ones that hurt the most are the lessons you learn the most from and they help you in your career going forward.
"Obviously, we're very disappointed but I did say to everybody it would be a tough game away to Huddersfield because they are a decent team. They worked their socks off and deserved to go through because of that. One or two things might have gone our way but that's cup football.
"As I've said before, it's not good enough that we've only got these Youth Cup games to give you this kind of experience. We need more of that and to build our own games programme to put players under situations so they can more readily handle it. That is what we've got to do."