Wickham was sent out on several loans after joining the club for £8m as a 17-year-old back in 2011.
He was recalled by Gus Poyet this season and is hoping that his experience of regular football stands him in good stead for the future.
"It was a massive relief for me to score," Wickham told Sky Sports News. "Not just for myself but I think for the team.
"I guess I had a point to prove. I've been sent out on loan a couple of times but that's football. I'm just out to do what I do and hopefully I've done myself no harm with this performance.
"I came to play Premier League football, but I went away, got match fit, scored a few goals and I've played against three of the top five since coming back. I didn't ask to come back, the manager called me, so it was a positive and I had something to prove. Hopefully this is the start of something new."
Wickham's two goals couldn't secure the three points for Sunderland, who remain six points from safety at the bottom of the table.