The Pilgrims lost 1-0 to Southend and then 2-0 at home to Fleetwood much to the displeasure of their manager, starting his first full season with the club, and he knows their performances must improve.
"The two league performances I've not been happy at all with," he said. "I expected a lot better so that was very disappointing but we are working really hard and we've got to sort things out quickly.
"We haven't scored a goal and haven't deserved anything from either game in my eyes. We've got to get back to winning football matches."
Cheltenham are also yet to record a league victory this season but last season's losing play-off semi-finalists will provide a stern test for the pointless Pilgrims.
"It'll be a tough game," Sheridan admitted. "Mark Yates has done an excellent job there. He has done really well to get Cheltenham into the play-off for the last two years.
"They've always been good at home, they'll get in your face and make things difficult for you on a tight pitch.
"I know we are going to have support again and we have to give them something to shout about performance wise. We know what they give us and we need to get back to winning ways on the pitch."