Centre Bundee Aki was named man of the match as the Galwegians emerged with a 21-16 triumph to stay hot on the heels of the league-leading Scarlets.
And Lam, whose side finished seventh in the GUINNESS PRO12 last season, believes a bright start to the campaign is just the beginning.
"These are the games that will make the difference," he told the Irish Independent. "We love this meritocracy system and want to be playing regularly in the Champions Cup but narrowly missed out last season.
"We were consistently fifth or sixth in the league but missed out because we lost these big games against the top sides.
"So I put some pressure on the group during the week. We don't normally look at the table that closely but we have to start handling the pressure and this was a great opportunity to show we are learning to do that. Now we can tick this off as a big achievement.
"Ospreys are a team that have set a benchmark in Wales and are regularly in the top four of the league. We've had plenty of tough games here so to get this win is so pleasing, especially when you consider the average age of our squad was 23."
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