McClean, who joined the club in a £350,000 summer switch from Derry City, heads into an FA Cup quarter-final replay tonight with Everton.
And O'Neill said: "He is playing with great instinct, but what he is having to try to do is not just that, he is having to think a little bit about the game and I think he is doing that.
"He knows, or I am sure he is becoming more aware now, of the impact he is making, and therefore obviously teams are going to pay him special attention.
"On Tuesday, Blackburn Rovers were making some sort of plans for him.
"He is learning that — he needs a little bit of help, obviously, from the likes of myself, but he is going to find this out for himself, and so far he has coped very, very well indeed.
"Never knock that, absolutely, that's what sets him apart at the moment.
"The other thing is just giving that little bit more thought now and again, but never to lose that instinct."