He has had to remain patient on Wearside with manager Steve Bruce refusing to pitch him into the intensity of Premier League football too soon, and he so far has five appearances as a substitute to his name.
Wickham said: "Obviously, it's been quite frustrating. I just want to play football and when we are not doing so well, I feel and want to go on and show everyone what I can do and what I am capable of doing.
"But I have just got to do the best I can every time I get on to the pitch. I have got to do enough in those 15, 20, 35 minutes that I am capable of doing what I have done before.
"Every day and in every game, you need to do your best and when you do your best, it builds your confidence.
"Confidence is key to any footballer and I have got confidence at the moment, so I just want to be playing football."