The Potters lost 4-2 at United after some sloppy defending.
Begovic told The Sentinel: "We started really well and, had we got that second goal in our good spell, then the game would have been much different. But they stayed in it, got the goal and from there they went on.
"But I think overall we can take positives from what we did in possession of the ball and the problems we created them.
"But obviously defensively we need to have a good week of work before Sunderland come to the Britannia on Saturday. It's not like us to be conceding that many goals.
"It's about finding the balance. It's nice to be adventurous and positive and try to cause them problems, but we have to be solid at the back and that is what we normally are."