Lita, signed on loan from Swansea until the end of the season last week, marked his first appearance for the Owls as a second-half substitute by converting Jermaine Johnson's cross to snatch an unlikely win.
"It's a challenge for me to come here and score goals and help the team," Lita said.
"I don't think I've ever been in a relegation battle. I'm here to try and chip in with the goals, and that's what I intend to do.
"Whether I've been playing or not, I've never lost my confidence.
"I know how passionate the Sheffield Wednesday supporters are. This is a good club and they want to be going in the right direction."
Lita, whose previous clubs also include Bristol City, Reading and Middlesbrough - he has had loan spells at Charlton, Norwich and Birmingham - added: "The gaffer's not told me to come here and play and create lots of chances, he wants me to put the ball in the back of the net.
"It's always good to score a goal on your debut. But the most important thing was the three points."