The Reds came from behind twice to draw at Craven Cottage.
Speaking after the game, Henderson said: "We knew it would be tough before the game, [against] a newly promoted side. We knew it would be a tough game, so there's no excuses from us. I felt as though we looked a little bit lethargic at times, we didn't play the way we normally do, and you get punished in the Premier League.
"The only positive is we reacted in the right way, especially second half, [we] created a few more chances and possibly could have nicked it. But I think a fair result was a draw.
"I think [the substitutes] made a big impact when they came on, all the subs, so that was a big plus for us, I suppose. They made a big impact in the game. Darwin scored and we could have had one or two more. [There's] a lot to work on, I know it's only the first day of the season but I think we wanted to start a lot better than that.
"But there's still a long way to go and we need to improve quickly. We've got a decent seven or eight days now to prepare for the next game, so we need to use that as much as we can."