After falling behind to two early goals Jason Holt gave Hearts some hope with a deflected strike with just under a quarter of the match remaining, only for Celtic to score two more goals.
McGlynn said: "The only positive is that after being two down after 15 minutes, we had the chance to win it with five minutes left, because many teams would come here and possibly crumbled.
"It wasn't the start we wanted, to be a goal down after 90 seconds and certainly not to be two down after 15 minutes.
"It gave us a mountain to climb but at least we stuck together and got a goal back. But the two soft goals that we lost towards the end were easily preventable.
"We had a lot of young players today and it was a hard lesson to learn."
McGlynn also praised the performance of Danny Wilson following the defender's arrival on loan from Liverpool on Friday.
"I thought he acquitted himself very well. He has been playing games and he will certainly be a good acquisition between now and the end of the season," McGlynn added.