PSV, runners-up to Ajax Amsterdam last term, fielded their youngest ever team after the squad was transformed in the close season by new coach Philip Cocu who replaced Dick Advocaat.
PSV conceded just before halftime when ADO captain Holla made amends by scoring in his opponents' net and although the home side attacked in the second period they failed to score again until Mike van Duinen netted in added time.
"After leading 3-0 so quickly, the rest of the game should be very easy with a lot of space for our strikers," Wijnaldum told Dutch television. "The fact that this did not happen, is something we have to work on in the future.
"For that we had some problems in the final part of the game, we have ourselves to blame," he added.
Nevertheless, the early indications are that former PSV midfielder Cocu's philosophy of building a young, attractive side should pay dividends with several experienced players having left the club during the close season.
Last Tuesday, PSV beat Belgian visitors Zulte Waregem 2-0 in their Champions League third qualifying round first-leg match and for the first 40 minutes in The Hague on Saturday their play was just as superior as the performance earlier in the week.
Two teams from the Northern provinces also made fine starts to the campaign with FC Groningen running out 4-1 winners at NEC Nijmegen while Heerenveen coach Marco van Basten watched his side beat visitors AZ Alkmaar 4-2 in an excellent game.
Twente Enschede and RKC Waalwijk did not match up to that spectacle as they drew 0-0 in the fourth game of the night.