The Robins found themselves 3-0 down at the break but having clawed back the deficit
they ended up on the wrong end of a nine-goal thriller after a string of late goals.
And Baldock, who grabbed two of City's four second-half strikes, admitted he has never been involved in a game like it since making it as a pro.
"I've not played in one like that since I was a kid. It was like something you see on the park," he told BBC Radio Bristol.
"There were mistakes all over the pitch but the defenders are going to learn from them.
"No doubt we'll have hour-long meetings, or two-hour long meetings, to sort it out. It will be drummed in to us as a team.
"It's going to take some time to get over the result. But we are only two games in to the season and no one wins anything in the first two weeks."