The Aviva Premiership side picked up a convincing 54-29 Pool 4 victory at Welford Road on Saturday evening to move to the top of the standings, ahead of Munster Rugby - also on six points - thanks to their superior scoring count.
O'Connor was pleased to see Leicester recover from their opening-game defeat at the hands of Racing 92 last weekend but, with back-to-back meetings against Munster to come, admits that there is still a long way to go.
"To take six points out of those first two games is important and puts you in a really good place from where you can probably control your own destiny," BBC Sport quotes him as saying.
"There are still four incredibly tough games to go, and we will have to be really good to get results across those games, but it is a good place to be at the moment.
"We were really good around the fringes. We spoke a lot during the week about going forward, and if we went forward, we knew we could get them on the edges."
Racing 92 have five points after two games, meanwhile, and Castres are bottom of the early standings on three points.