The 23-year-old Dutch international central defender had a debut to forget after his £15 million move from Lazio to the Saints ahead of the August 31 transfer deadline.
Mauricio Pellegrino's side were beaten after Abdoulaye Doucoure and substitute Daryl Janmaat produced impressive finishes for the Hornets.
And, while Hoedt didn't think the Saints played too badly, he acknowledged that improvements are required moving forward.
"Unfortunately it was a bad start for all of us," he told the club website.
"I think we lost too many second balls. At that point they won the game and I think that is where it went wrong for us.
"We didn't concede that much, only two shots on goal, but we need to do much better and improve. That's the only thing we can do now. Stick together and improve."