Goals from Theo Robinson and James Husbands gave former Oldham boss Dickov his first Sky Bet Championship victoryin charge of Rovers.
The Scot, who was appointed to the role in the summer, was delighted to get the win tally ticking over, but insists they can still improve.
"For the majority of the game we were excellent," Dickov said.
"It's fantastic to get the three points and win at home. Defensively we were so solid and astute with how we dealt with Blackburn because they are a good team with good players.
"It's important to get the first win because the longer you go without winning, the more people start to panic.
"For our fans to see a performancelike that it will give them belief that we are a good team.
"I don't want to put a downer on it but I believe we are better than what we showed.
"We want to set good standards. We can improve all over, I can't believe that we have won 2-0 and I am talking about how we can improve."