Mohamed Salah struck twice with Sadio Mane and Andrew Robertson also on target as the reigning European champions survived a major scare to win 4-3 at Anfield on Wednesday and in the process bounce back from an opening defeat to Napoli.
The Italian side's draw with Genk means the Reds, who moved second above Salzburg, are just a point adrift of top spot and Liverpool coach Klopp was eager to see the positives in his side's triumph.
"It's better to learn the lessons during the game than talk about it after it," Klopp told BT Sport.
"I thought we were outstanding in the first 30 minutes, then the Salzburg system changed and we lost the ball so that caused us problems.
"The momentum changed and it was really difficult to get a foot in the game. We had to wait until they had scored the third goal, then we were able to strike back.
"I'm not angry - I saw us play really well and try hard to get back into the game and score a really nice goal. You don't need to score six or seven goals.
4 - FC Red Bull Salzburg became only the fourth team to score three goals away at Anfield in the UEFA Champions League (after Barcelona, Chelsea and Real Madrid), and the only one of those four to fail to win the game. Valiant. pic.twitter.com/XjkC32jyXo— OptaJoe (@OptaJoe) October 2, 2019
"[Salzburg] are a good side but the first 30 minutes we made it really difficult for them and were outstanding.
"I told the boys they want to enjoy the whole night and they will fight back. This group is really difficult but we wanted the three points and now it's game on."
Goals from Hwang Hee-chan, Takumi Minamino and Erling Haaland stunned the Premier League leaders, only for Salah to score the winner with 21 minutes remaining.
The Egypt forward admitted Salzburg proved a 'dangerous' foe, adding: "They made it tough for us but we are happy to score the fourth goal and win."
Liverpool are yet to lose in the Premier League this season, winning all seven matches to sit five points clear of Manchester City.
The Reds will welcome former coach Brendan Rodgers back to Anfield on Saturday, as they host high-flying Leicester City.