Ousmane Dembele struck on four minutes as PSG won the first-leg of their Champions League semifinal 1-0 in London on Tuesday.
Afterwards, Arteta conceded there was a tactical issue inside the opening 20 minutes, though refused to publicly identify the problem.
He said, Certainly, we don't score a goal and concede one. You have to, but we did a lot of things very well as well. We had a spell in the first... I think the game had phases. The first 15-20 minutes, especially them scoring so early in a great combination. When the margins are so small, the finishing is unbelievable.
"Then we had especially one issue that we corrected after 15-20 minutes. We sustained that for the rest of the game, which I think turned the game around.
"If you want to win the Champions League final, you have to do something special. We're going to have to do something special in Paris to be there.
"I cannot tell you (the issue).
"I'm telling you it's just something that is very specific but very important, especially the way we play. We corrected and it's not easy to correct it constantly, but we did it and we did it much better."