Their home record so far shows just two victories and six losses from 10 top-flight fixtures.
"I don't have any problem with the crowd," Lambert said. "If the team is not performing, then you expect people to vent their frustration - that is normal.
"But we are a young side.
"Last year, we played Newcastle at home and we were getting beaten 2-0 in the first half. Then we scored, and for about 40 minutes, it didn't matter what we did, that crowd was right with us. They were brilliant that time.
"Because you are in your second year, it might be a different view, but if they can stick with it and see us through the hard times when we need them... because we certainly need them.
"They have been excellent for us overall, and we expect if we are not performing that certain things will happen.
"But we're hoping (in the Arsenal game) that they will get right behind us."