Ahead of the Spaniard's return to former club Bournemouth, the Reds are unbeaten across all competitions, but they have only secured one Premier League win from four played.
A Carabao Cup victory over Tottenham and an Anfield UEFA Champions League victory against Atletico Madrid has further boosted confidence over Iraola's impact - but Van Djik is clear over the challenge ahead.
"We are unbeaten, but I don't think we are overly happy with the start we have made.
"We are still a work in progress, there's lots of positive signs, and now it's down to us to keep going and keep on improving.
"Keeping clean sheets are a great thing to build on for us.
"Bournemouth is always a tough place to come to and play against. We need to be solid at the back, good in the press, and take our chances to potentially finish them off."