The Blades lost a league game at Yorkshire rivals Bradford for the first time in over 25 years at the weekend and two successive away defeats have left them 17th in the table.
"We are right at the beginning of something here and it isn't all going to all happen overnight," Weir said.
"I have to be clear in what I want and make the right judgements accordingly.
"We are learning and improving quickly, both personally and collectively, and I'm encouraged and positive with the small steps we are taking."
The former Everton and Rangers defender, who replaced Danny Wilson as boss in June, added: "I'm still analysing the squad and within reason I have to give people a chance to make themselves a regular.
"I won't change everything every week, but at the moment I have to see who can do what in certain positions and assess where some of the other lads are best suited."