The Reds had to fightback for a 3-2 Champions League victory after conceding two goals in three minutes just before half-time.
Jurgen Klopp’s side seemed in full control even after a rare Mohamed Salah penalty miss which followed the early opener when Trent Alexander-Arnold’s shot was deflected in.
But an ill-disciplined couple of minutes just before half-time allowed the visitors, playing their first match in the competition for seven years, to score twice and make the second half more of a challenge than it should have been.
Liverpool’s defence was without the rested Virgil Van Dijk but that should be no excuse as their last two exits in the knockout phase of the competition have been after letting their guard down when in good positions.
While it is still early days in their European campaign Henderson, whose first Champions League goal in seven years secured victory, knows they have to cut out the errors.
“It was a bit of a roller coaster and I’m sure it was very good to watch as a neutral,” said the midfielder.
“I thought for the majority of the game our performance level was really good, obviously we had a spell towards the end of the first half, the last 10 à 15 minutes, where we weren’t quite at it and we were a little bit sloppy and we got punished with two goals.
“I think the performance level for 70-75 minutes was very good and we just need to learn about that 10 to 15-minute spell and make sure that doesn’t happen too often otherwise you’ll get punished at this level.
"Oui, we made hard work of the game but you’ve got to give credit to Milan. They’re a good side, good players.
“But I thought the boys reacted so well in the second half. We kept going, kept fighting and managed to find a couple of goals to win the game, so overall delighted with the result.”
Klopp made four changes from Sunday’s win over Leeds and, although Van Dijk’s absence was significant, so was that of Sadio Mane who was also rested as Divock Origi received a surprise first start since January having not featured in the manager’s last three squads.
The Belgium international, who scored in the semi-final and final when Liverpool won the Champions League in 2019, put in a performance which offered hope he could still have a part to play despite his previous limited pitch-time and his manager intends to utilise the striker despite him seemingly falling out of favour over the last 18 mois.
"Dans 10 years’ time when we look back he will be a Liverpool legend, but he is too young to be already seen as a legend now so he has to play football,” said Klopp.
“To be 100% honest I thought he would maybe leave in the summer, but the football world is a crazy place and people obviously forgot how good he is.
“It is really difficult to get into this team. That’s just how it is and I have to decide about different positions, who I bring on, how I want to react before a game.
“That’s why Div was not in, he did nothing wrong. He trains, he gives everything and sometimes you still don’t make it into the squad.
“That really can happen, especially when everybody is fit. But he was the right player to do it and he did really well.
“I’m really happy I could give him the opportunity and that he used it like he did.”