The Blues return to Goodison Park following defeat on the south coast to Bournemouth.
Coleman told evertontv: “We have to make sure we retain our confidence from our home form and try to make amends [following Bournemouth] against Sheffield United and go on from there.
“When you put on the Everton shirt – whether you are old or young – you have to take responsibility, to be brave and look for the ball at all times and help your teammates.
“Not many of us could hold our heads high coming off the pitch [on Sunday] and that's the truth.
“Our home form is good but away from home at the minute it is disappointing and something we need to put right very fast if we want to be better this season.
“We have to go into the Sheffield United game… and hopefully get three points and move forward and try to put it right."