Steven Gerrard says Rangers have "still got work to do" to reach the second round of Europa League qualifying after a 2-0 home win over FK Shkupi.
A first-half Jamie Murphy goal and a penalty in second-half stoppage time from James Tavernier ensured Rangers will take a two-goal advantage to Macedonia for Tuesday's second leg.
But Gerrard believes the victory should have been more emphatic.
"We were satisfied with the win and the clean sheet," said the Rangers manager.
"We certainly deserved the second goal. The game could have been 3-0, 4-0, 5-0 if we had been a bit more clinical or got a little bit more luck in the final third.
"It's our first competitive game. The tie is not over, there is still work to do. The players know that so it's all about attitude and mentality now going into the second leg. We could have made the tie a lot more comfortable.
"The only thing I'm slightly concerned about is that we didn't get the third or the fourth goal. We definitely deserved the second but at that point we should have been more comfortable within the game.
"Having seen them and what they're about, they gave us one or two minor scares but I'm very confident we can go away and score goals against them."
Rangers dominated the first-half and missed numerous chances either side of Murphy's opener midway through the half.
They struggled to put their Macedonian opponents away after the break, though, with Tavernier's penalty at the death coming after Murphy was fouled in the box.
Alfredo Morelos and substitute Ovie Ejaria also had penalty claims that were waived away by German referee Christian Dingert, and Gerrard feels his side deserved more from the officials.
"A couple of decisions could have gone our way," Gerrard told BT Sport after his first competitive match as a manager.
"I think certainly Ovie's one, for me, is a penalty. I think Alfredo didn't help himself (with his overreaction) but there is definitely a shirt-pull.
"All in all we are satisfied. I thought the fans were terrific but you could feel a bit of tension and anxiety. There's a lot of new players about, we're still feeling our way in, it's the first game. A lot of positives but still work to do."