Jol's men looked toothless as they fell to Michael Chopra's injury-time winner at the Stadium of Light and he admitted they would have to improve in every department.
Jol said: "There was a good sign in the dressing room because they were all blaming each other. The most important thing is that we pick ourselves up because it is a long, tough season."
Jol has insisted his side are targeting a top four place this season but he knows the importance of a good start after last season's run of just one win in their first six games left them playing catch-up.
Jol added: "We had a bad start last season and we lost to Bolton on the opening day but we picked ourselves up and that is what we have got to do again now. We have got to do better in midfield, up front and from the flanks as well.
"If you get a good start you have a very good foundation and you can build on that. Last year we had six new players in the line-up and it was different and we needed some time."