The Eagles came from behind to earn a 3-2 win at Goodison Park and Warnock was delighted with the character shown by his team.
"The two games we have played and drawn, we should have won, so it's great to come here, come from behind and get the three points," The Mirror quotes him as saying.
"We showed good character and they were good goals. It's a fabulous three points; they're all vital in the Premier League. There are going to be nervy moments when you are playing against the quality that they have, but we coped with it quite well and Julian [Speroni] didn't have much to do.
"I'm ever so pleased, it has been difficult for the players with the change in manager but they have listened brilliantly and I'm very proud of them. That first win is so important, it gives everyone a lift. We've got some great games coming up and it will give us confidence on the training ground."
Palace are next in action when they host Newcastle United in the League Cup on Wednesday.