Lafferty bagged a late winner in Budapest on Sunday night as Ireland kicked off their campaign with a 2-1 triumph.
However, the 26-year-old believes that the team still has plenty of work to do against the other nations in Group F.
"When we dig deep, we'll pick up points and we've done that this time, but we can't get ahead of ourselves," he is quoted as saying by Sky Sports News.
"These are the kind of games, when we're underdogs, that we go out and pick up points, but it's the next game against the Faroe Islands - those are the games where we've struggled."
Northern Ireland play their first home match of Euro 2016 qualifying on October 11 when they entertain the Faroe Islands.