Rafa Benitez’s side were beaten 1-0 by Fulham at Craven Cottage on Friday night.
Newcastle had been looking to get their Championship campaign off to a winning start.
But Fulham had the better of an edgy and nervous United side which included five of the club’s summer signings.
Midfielder Hayden, signed from Arsenal this summer, was the pick from United’s team along with winger Matt Ritchie, who should have won a first-half penalty and had two second-half shots stopped.
Newcastle must look to quickly put the defeat behind them when they take on Huddersfield Town at St James’s Park on Saturday.
“Obviously, it’s a disappointing result,” said Hayden. “We know Fulham were a decent side, and we gave them the respect they were due.
“They passed the ball quite well, but, apart from their headed goal, I didn’t really think they created too much, to be honest.
“It’s disappointing to concede from a set-piece, but you have to learn from it and we have to go again as a team.
“We’re a team, and it’s about learning from this and improving into the next game.
“It’s the first game of 46 games – we’re not going to be 100 per cent as a unit (yet), and we’ll keep getting better.
“There’s a lot of new signings who’ve arrived in the squad, and obviously we need to get everyone playing the right chord.
“It’s the first game, and we wanted to play well, but it hasn’t worked out.
“It’s not like we didn’t create chances. I thought we had a decent few chances to score, and it was disappointing that we didn’t take any.
“But we gave it our all, as we always do, and it just wasn’t meant to be in this game.
“It’s disappointing to concede from a set-piece again, and we just have to take our chances.
“We had a few opportunities in the second half and it was frustrating not to take any of them but that’s football and we have to move on.”
COMPLETED INS FROM FEE
Ciaran Clark Aston Villa £5.0m
Jesus Gamez Atletico Madrid Undisclosed
Dwight Gayle Crystal Palace Undisclosed
Grant Hanley Blackburn Rovers Undisclosed
Isaac Hayden Arsenal Undisclosed
Matt Ritchie Bournemouth Undisclosed
Matz Sels AA Gent (Bel) £6.5m
August 16: Florian Thauvin - Marseille (season-long loan)
July 16: Macaulay Gillesphey - Carlisle United (loan until January)
July 16: Georginio Wijnaldum - Liverpool (undisclosed)
July 16: Liam Smith - Crewe Alexandra (loan until January)
July 16: Papiss Cisse - Shandong Luneng (undisclosed)
July 16: Fabricio Coloccini - San Lorenzo (free)
July 16: Andros Townsend - Crystal Palace (undisclosed)
June 16: Steven Taylor - released
June 16: Jamie Cobain - Kilmarnock (free)
May 16: Gabriel Obertan - released
May 16: Sylvain Marveaux - released
TOP EARNERS GO!
1. Fabricio Coloccini £60,000-a-week
1=. Aleksandar Mitrovic £60,000-a-week
1=. Georginio Wijnaldum £60,000-a-week
4. Andros Townsend £55,000-a-week
5. Jonjo Shelvey £50,000-a-week
6=. Ayoze Perez £45,000-a-week
6=. Moussa Sissoko £45,000-a-week
6=. Papiss Cisse £45,000-a-week
6=. Daryl Janmaat £45,000-a-week
10. Seydou Doumbia £41,500-a-week
11=. Siem de Jong £40,000-a-week
11=. Cheick Tiote £40,000-a-week
11=. Steven Taylor £40,000-a-week
11=. Sylvain Marveaux £40,000-a-week
11=. Tim Krul £40,000-a-week
16=. Jack Colback £35,000-a-week
16=. Henri Saivet £35,000-a-week
16=. Yoan Gouffran £35,000-a-week
16=. Vurnon Anita £35,000-a-week
16=. Emmanuel Riviere £35,000-a-week
21=. Chancel Mbemba £30,000-a-week
21=. Gabriel Obertan £30,000-a-week
23=. Massadio Haidara £20,000-a-week
23=. Rob Elliott £20,000-a-week
25=. Karl Darlow £15,000-a-week
25=. Jamaal Lascelles £15,000-a-week
25=. Paul Dummett £15,000-a-week
28. Rolando Aarons £5,000-a-week
FULHAM 1 NEWCASTLE 0
Sels; Janmaat, Lascelles, Hanley, Dummett; Hayden (Shelvey 77), Colback (Aarons 61); Ritchie, Perez (Armstrong 70), Anita; Gayle.
Subs Mbemba, Darlow, Jesus Gamez, Sterry.
NEWCASTLE 3 VITESSE ARNHEM 2 (Leerdam (og), Gayle, Colback)
Sels; Janmaat (Sterry, 74), Hanley (Gamez, 62), Lascelles, Dummett; Hayden (Saivet, 74), Colback (Shelvey, 62); Anita (Mitrovic, 74), Perez (Armstrong, 62), Ritchie (Aarons, 62); Gayle (Gouffran, 74). Subs not: Darlow, Tiote, Thauvin.
SOUTHEND UTD 0 NEWCASTLE 2 (Anita, Gouffran)
Darlow; Janmaat (Sterry 63), Mbemba (Hanley 63), Lascelles, Dummett; Hayden (Colback 63), Shelvey (Saivet 73); Anita (Thauvin 78), Perez (Mitrovic 73), Aarons (Gouffran 63); Gayle (Armstrong 63).
Sub not used: Sels.
SPORTING LOKEREN 0 NEWCASTLE 4 (Perez 2, Perez, Janmaat, Shelvey)
Sels (Darlow 72); Sterry (Gouffran 63), Mbemba (Saivet 72), Lascelles (Dummett 63), Anita (Gamez 46); Hayden (Shelvey 46), Colback (Tiote 72); Janmaat, Perez (Mitrovic 46), Aarons (Thauvin 63), Gayle (Armstrong 63).
Subs not used: None.
DONCASTER ROVERS 2 NEWCASTLE UTD 2 (Hayden, Perez)
Sels, Janmaat (Sterry, 45), Mbemba (Saivet, 65), Lascelles (Dummett, 45), Colback (Hayden, 45), Anita (Gamez, 45), Ritchie (Gouffran, 45), Aarons (Perez, 45), Shelvey (Wijnaldum, 79), Mitrovic (Gayle, 45), Armstrong (Thauvin, 60).
BOHEMIANS 0 NEWCASTLE 6 (Ritchie, Mitrovic, Gayle, Thauvin, Aarons, Wijnaldum)
Sels, Anita, Lascelles, Mbemba, Sterry, Aarons, Colback, Gouffran, Ritchie, Saivet, Mitrovic.
Subs: Darlow, Gamez, Dummett, Wijnaldum, Shelvey, Hayden, Perez, Gayle, Janmaat, Tiote, Thauvin.