Nigel Adkins was in reflective mood following Saturday's 3-1 home loss to Bury.
A Billy Sharp penalty cancelled out Tom Pope's second-half opener, only for late goals from Joe Riley and Leon Clarke to ensure the Shakers left South Yorkshire with all three points.
But the Gaffer felt his side should have been the victors and admitted the game emphasised the importance of scoring first, particularly at Bramall Lane.
Adkins commented: "The game was there to be won and we haven't done. The first goal is always the most important one and their goalkeeper makes a great save to deny Conor Sammon early on.
"We put ourselves in certain situations and created openings, we always knew Bury were going to pose a challenge to us, but we need to be winning games at home.
"It was disappointing to go behind, but we were positive having equalised and we were focused on going on and winning the game, the introduction of Marc McNulty proved our intentions.
"But perhaps we went too gung ho and that has cost us, so that is something to learn and bear in mind when we are trying to break teams down at home."
The Blades boss conceded his players were powerless to prevent Riley's impressive long-range effort, but was left frustrated at poor decisions in the build-up to Bury's opening goal.
Now though, Adkins's focuses have immediately switch to Tuesday's re-arranged clash with Colchester United.
He added:"Bury's second goal was special, let's be honest and then at the end we get caught chasing another equaliser.
"The first goal was a poor one to give away though, Jay McEveley loses the ball bringing it out from the back, then we try and mark space rather than challenging Tom Pope who scores from inside the six yard box, so that's something else to look at.
"It is disappointing, it was a game we should have won, but we will have a de-brief on Sunday morning, then we will be back working hard on the training ground ready for the next game."