The Red Devils blew a 1-0 goal lead against Rochdale in the Carabao Cup on Wednesday.
Despite eventually winning on penalties, Solskjaer says his team must make it easier on themselves in the future.
He said: "We go 1-0 up in many games and, today again, we go 1-0 up and you think go on then, get the second, which is the key now.
"And that's a learning curve for these boys as well. We need to go for the second. At this club, we don't just sit back and hope that's enough.
"If you settle for good enough, that's not what we want."