But Lam said: "We are happy with the win which was important but we also talk about the processes of how we do it and I think the processes were not quite right.
"There were some good things but there are certainly things that we can work on. It is disappointing and the changing room was pretty quiet afterwards.
"Everyone was happy for the new guys and to get the first win but we know we made it hard on ourselves.
"It is a big week ahead of facing Glasgow [on Friday night] before we have a break, so we will take the lessons from this and move on."
Nepia Fox-Matamua and Danie Poolman also crossed for Connacht, who had Jack Carty to thank for an additional 14 points.
But Lam couldn't shake his frustration with the way the Dragons scored their tries, through Sarel Pretorius and James Thomas.
He continued: "I was disappointed with our exits; the way we got out of our half. The Dragons are a strong team if you let them get into your 22 and they have some big runners and they put us under pressure with multi-phases due to those big runners and they ended up crashing over for what were relatively soft tries.
"It was frustrating but we also look at how they got there and that was due to our exits. Our defence was generally good for most of the game but sometimes the spaces were not right and they were able to straighten up on us.
"We also lost some opportunities to score due to us not being patient, with guys throwing 50-50 passes when they didn't need to.
"There is a bit to work on but it is better to have a win to work on rather than a loss."
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