Wolves sit third in the Championship after four wins from their opening six league games, but the 26-year-old believes that the club must be consistent if they are to challenge at the top of the second tier.
A win from his side's home fixture against Bristol City on Tuesday night could extend Nuno Espirito Santo's early season run to seven wins in nine games.
"We've given ourselves a good start, but it's still just the start, there's a long way to go and it's just about consistency now and building on it," the midfielder told the Express & Star.
"If you start getting too big for your boots and start thinking it's just going to come, it's not.
"We've got to keep working hard and stick to what we're doing."
Marshall is expected to feature in Tuesday's tie at Molineux after making his first appearance of the season last weekend in a 1-0 win over Millwall.