The Tigers had lost their opening two games of the campaign, but finally came good at Welford Road on Saturday when Ben Youngs' early brace, Nick Malouf's try and George Ford's kicking helped guide them to a 24-10 win.
The victory moves Leicester above Gloucester and into ninth position in the table, while O'Connor was just pleased to be off the mark.
The director of rugby said: "The main reaction is probably relief. You are never happy with the performance. To do what we did without any line-out ball is pretty impressive.
"There are not many teams in the league that could malfunction at line-outs but still come away with the points and put yourself in a position to probably get a bonus point.
"There are a lot of positives in that and a huge amount of growth in us at the same time."