A bonus point for scoring four tries was assured by halftime but a ragged All Blacks side emerged for the second half and they ended the game having conceded an unusually high 13 penalties.
"Made too many mistakes and gave away too many penalties, basically, so a bit of work to be done," Henry told reporters at Eden Park after the 41-10 win.
"We have been waiting a long time for this and perhaps we weren't as free as we normally are.
"I revert back to the last World Cup in 07...(the easy 76-14 win) against Italy (in the opening match) and it didn't do us much good," said Henry, whose side were beaten by France in the quarterfinals of that tournament.
Henry will have a week to iron out the kinks in his side before they play their second Pool A match against Japan in Hamilton on Friday.
The coach was not all doom and gloom, however, and praised the performances of centre Sonny Bill Williams and fullback Israel Dagg, who scored two tries.
"We scored some good tries and got maximum points, competed well and had a good structure," Henry said.
However, the mistakes were the overriding memory of a frustrating night for the home side, who have the heavy weight of a rugby obsessed population demanding that, after five failures, they win the World Cup for a second time.
Captain Richie McCaw had the demeanour of a man who had lost a match.
"If you are up by some points, the good teams are the ones that keep their pressure on regardless of what the scoreboard says and that is something we will have to address a bit," McCaw told reporters.
"(We need to) look at the reasons why we made mistakes, was it because we were a little bit over eager of whether or not we were trying to much, I'm not to sure.
"For the most part I think we did some good stuff early and we just have to make sure we do that for the full 80 minutes."
Scoring six tries against a side that ran South Africa close four years ago would satisfy most but for the world's finest side, who hammered Tonga 91-7 in the 2003 World Cup, perfection is always required.
"We spent a fair bit of time in their 22 and we didn't actually capitalise, we had a few opportunities to score and we didn't do that and probably got a little bit frustrated trying to achieve a little bit too much and made mistakes," McCaw bemoaned.