Ben Watson, Grant Holt, Leon Barnett and Shaun Maloney found the back of the net as the Latics ran wild on the opening day of the new season at Oakwell.
"I think if someone had told me before the game that the performance was going to be of that stature, then we'd have grabbed that with both hands," Coyle told Sky Sports News.
"I stressed to the players before the game, and I'll stress it after the game, anybody who comes to Barnsley and thinks they're going to walk in and be handed anything then they're sadly mistaken. They're going to have to put in big performances to win points here, there's no doubt about that.
"We knew in the early part of the game we were going to have to stand toe-to-toe with them and earn the right to play our football, which we did. It was ever so pleasing. We scored four goals and, if truth be told, we could have had few more. But it's one game and there's 45 to come and we're certainly not getting carried away in terms of what it means. It means three points."
Coyle succeeded Roberto Martinez at the helm after the Spaniard took over at Everton.