The FA Cup holders had to come from behind to secure a 2-1 win - their first in five matches - against early pace-setters Nottingham Forest.
Andy Reid gave Forest the lead with a brilliant free-kick on six minutes that Scott Carson could not keep out.
But Shaun Maloney equalised from the spot within seven minutes, after Marc-Antoine Fortune was upended by Jack Hobbs.
Jordi Gomez scored what proved to be the winner on the half-hour mark after Fortune's shot had been tipped on to the bar by Karl Darlow.
Forest threw everything at Wigan in the second half but they were unable to find another goal to salvage a draw.
"We had to show everything today - all four seasons in one game - and we did that," Coyle said.
"We gave away another poor goal but the pleasing thing was the way we responded.
"As much as they had pressure in the second half, Scott Carson never had a save to make in the second half.
"This group is in its infancy, but I was delighted with everything we offered in terms of quality and desire.
"There are going to be games like this all season in the Championship, and it was pleasing to come through it."
Coyle also hinted Wigan would be busy ahead of Monday night's transfer deadline.
"We're certainly chasing targets, both in terms of loans and permanent deals, and we hope to get one or two in before the deadline," he added.
Forest chief Billy Davies believes his men paid a high price for a below-par first half-performance.
"We weren't ourselves in the first half and we deserved to be behind," the Scot said.
"We did better in the second half and I thought we deserved something in the end.
"We were much more like yourselves in the second half, but we needed a break and we never got it.
"I'm delighted with where we are so far and the position we find ourselves in going into the break.
"We'll look forward to a bit of a break now, because it's a long season ahead."
Davies also hinted his men should have got a second-half penalty when Chris Cohen went to ground after a tangle with Roger Espinoza.
"It's up to you guys to watch the video and write what you saw," he added.
"I'm not going to comment on whether it was or it wasn't.
"I know the answer to the question, but I'm not going to tell you."