United enjoyed an unbeaten pre-season tour of the United States beating rivals Liverpool and European champions Real Madrid before a friendly win over Valencia at Old Trafford in midweek.
While that form encouraged the players and the fans, Van Gaal said it created a pressure that his team failed to handle on Saturday.
"Our wins in the United States and our win against Valencia... The expectations are so high -- and I felt that in the first half because I saw a lot of players very nervous, making the wrong choices. That's a pity," Van Gaal told a news conference.
"These players have to get used to those expectations, because it's Manchester United... You have to cope with that pressure, but that is also a process," he said.
Van Gaal said the defeat could have a crushing effect on his team's confidence.
"When you have (pre-season) preparation time and you win everything and then in your first match you lose - it cannot be worse I believe. We built up a lot of confidence and it will be smashed down because of this result," said the Dutchman.
Van Gaal has made no secret of his hope to add some more new faces to his team and he confirmed that desire, but stressed it had little do with the loss to the Welsh side.
"I thought that before this match also. When we were playing in the USA, I thought the same.
"I know in what positions we need better players, but you have to buy only when the player can fulfill the way of playing that I ask," he added.
The former Ajax, Barcelona and Bayern coach, who took the Netherlands to the semi-finals of the World Cup in Brazil last month, abandoned his newly introduced three-man defence formation at halftime in favour of a more familiar four-man back line.
He said United could play with both systems throughout the campaign.
"I think we can do it, he said. "Also, with both systems... You saw in the first half, we were not playing very well and we were behind -- and that is why I changed the system.
"This system they have played always at Manchester United. Then I changed it again. So, I do everything to win.
"I cannot say they didn't give their utmost best, but reaching the level is different. It is not only running, but also using your brain and then you can play like a team and, in that, we failed today," said Van Gaal.