The Reds were four goals up after 42 minutes of play on Friday night as Anfield welcomed the return of the European champions.
But Henderson identified areas where he and his teammates can improve on going forward, with Teemu Pukki dismissing any hopes of an opening-day clean sheet by netting a consolation goal for the Canaries in the second half.
"It was the start of the Premier League, we wanted to go out and start really well, which we managed to do," the captain told Liverpoolfc.com.
"We scored some brilliant goals and played well in the first half.