The Magpies have picked up four points from their three Premier League games so far, and drew 1-1 with Aston Villa at home on Sunday.
"We lost two points because we were at home, and when we are at our stadium then we have to take three points, especially against teams like Aston Villa," said Coloccini on Newcastle's official website.
"We will take a point and maybe at the end of the season it will prove to be a very important point. It could be a nice point for us. Hatem's (Ben Arfa) goal was great - that is what happens when you have good players like that because in one moment he can change the game.
"We should have maybe gone on to win, but this happens in football. It is not about the players, however, it is about the team and we have to improve."
Coloccini further underlined the importance of learning from their mistakes soon.
"If we want to have as good a season as last year then we have to get much better," said the 30-year-old.
"We have got some tough games and months ahead of us and it is important that we get back to where we know we can be."
Newcastle finished fifth in the Premier League last season.