Lopetegui oversaw a 2-0 opening night win over Getafe - which was his first game coaching in the Spanish top-flight.
He said: "I'm thrilled that we won the game. LaLiga is a competition that excites us and it's our bread and butter. This is the first step in what's a very long season. We're satisfied with the performance.
"Today we got things underway in LaLiga and we have to keep improving because in a week we've got a demanding match in Girona, which forces us to keep improving.
"Working for each other is something we're looking to focus on because we believe that it's the only way for us to improve as a team. If we bring together our collective talent and hard work we'll become a better side, but we've still got a lot of things that we can improve on and continue to work on."