Saints impressed against Vitesse Arnhem in the Europa League and drawing at Newcastle, when it looked like Ronald Koeman's men were carrying on where they left off last term.
However, they were given a reality check on Saturday as a Romelu Lukaku brace and fine Ross Barkley effort saw the Toffees run out deserved 3-0 winners at St Mary's - a scoreline centre-back Yoshida could have few arguments with
"Nobody expected it to go like this because it was our opening home game," the Japan international said.
"We made completely the same mistake as last Sunday against Newcastle from the set-piece.
"The second goal was a mistake
We conceded too easily and I think Everton played like we wanted to play
They deserved to win the game.
"I think we are not like the team we were here
We didn't dominate the opponent
We had more possession but in the first half we didn't show who we are.
"The second half was a little bit better but it was too late
We have a game in the Europa League on Thursday so it's a very important wake-up alarm for us."
Saints' leaky defence is a far cry from last season, when only champions Chelsea had a better record than them.
The departures of Toby Alderweireld and Nathaniel Clyne have compounded injuries to Fraser Forster and Ryan Bertrand, with Yoshida determined to put things right in the first leg of their Europa League play-off against FC Midtjylland.
"We have to concentrate to keep a clean sheet," he told Southampton's YouTube channel.
"We need to be more compact, more solid physically and tactically we need to be more intelligent
We need to improve a lot of things.
"We will talk about the previous game, with the coaching staff and the team
We have to talk and I hope we can get our confidence back on Thursday."
Everton know a thing or two about juggling domestic and European exertions - something that played a big role in their disappointing 11th-placed finish last season.
Judging by Saturday's win, though, things look to be on track this term, with goalscorers Lukaku and Barkley in wonderful form.
"They were unplayable," Everton manager Roberto Martinez said.
"When we play to their strengths they are very, very special.
"But to see the best qualities of an individual you need a good team performance, so it would be wrong to highlight individual players too much.
"Arouna Kone's contribution helped Ross and Rom to have the space they need and overall the team was perfect.
"It was a very exciting day because of that but it was a day when (club chairman) Bill Kenwright couldn't be here and this victory is for him."
Source : PA
Source: PA