Hodgson replaced Frank de Boer in midweek after the Eagles had started the Premier League season with four straight defeats and no goals.
But despite the change in the dugout, it was a familiar story on the pitch as Steven Davis' sixth-minute goal settled matters, meaning Palace have become the first ever top-flight team to lose each of their opening five league fixtures without scoring a goal.
Hodgson told Sky Sports Main Event: "It was the worst possible start, conceding the goal so early, a team that's obviously a little bit nervous and anxious anyway becomes even more nervous and anxious.
"I thought in the first half we were very nervous, people didn't show any real confidence on the ball at all.
"The desire was there but unfortunately it was a frantic desire, it was a desire where you're chasing and hoping, not a desire where you're in control and moving the ball around well and causing the opponents lots of problems.
"The more we work together the better, I think, we will become. It's a disappointing to get a bad start.
"You talk up the benefits and bonuses of a good start but unfortunately talk doesn't get you that. The only thing that will get you a good start is a performance where you score more goals against the opposition and we certainly didn't do that today.
"We've already had four defeats, now it's five but nothing I can say will change those five results, nothing I can say will score a goal in those five games or give us any points from those five games. It's a question what you do going forward.
"Confidence is an issue in every football team. But the confidence only comes when you start playing well, seeing the work that you're trying to do pay off, in particular in terms of results. The guys this year have not had this chance, this is a further blow."