Hal Robson-Kanu's second-half header was the only bright spot at the Emirates Stadium for the Royals, who were soundly beaten by Arsene Wenger's rampant side.
It was a harsh re-introduction to the Premier League for former Southampton boss Adkins, whose new side now sit bottom of the table.
"The Emirates is a challenging place to come to," he told Sky Sports. "I thought Arsenal were excellent today, they passed the ball about very well and they made it quite challenging for us.
"Some of the goals we could have done better with, but the timing of the goals are always important, key decisions, these are all factors that go on as part of a game.
"But we'll analyse the game, we'll learn the lessons from it, debrief it on Monday and Tuesday and then we'll get ourselves ready for the next game, I think that is the most important thing we've got to go and do now."
Adkins hinted that he will look to try and change the club's style of play in their remaining matches this season, while he also praised the travelling supporters, who backed the team throughout.
"I'm looking for us to play a passing type of football, the pitch was beautiful out there to do that today," he added. "But we can't change everything straight away and we can't negate the massive strengths that Reading Football Club already have.
"The fans were outstanding, all the players went over to applaud them for staying and keeping behind the players because that's massively important.
"We have a massive challenge in place, but one that we are facing head on and the supporters are part of that."