A Gaston Ramirez goal put the Saints ahead at Goodison Park but the hosts fought back to cruise to a victory.
However, Adkins believes that his team are still adjusting to life in the Premier League.
"We are learning about ourselves all the time. At the moment we're conceding far too many goals," he told BBC Sport. "Are we too adventurous? No. We have got a win. This game is all about winning.
"We started the game very well and scored a good goal. Had Jay Rodriguez scored when we were ahead then it would have been a totally different complexion."
Southampton sit just outside the relegation zone following the loss.