Chasing back-to-back premierships, Collingwood won't be shedding tears over their opening-round 32-point loss to GWS.
Overwhelmed by a full-throttle orange tsunami, the Magpies were denied the perfect start to their premiership defence by a decisive 32-point win - 18.6 (114) to 11.16 (82) - for the Giants at Engie Stadium on Saturday night.
The Magpies defence unravelled under the Giants' firepower with Irish forward Callum Brown boasting a career-best haul of five goals followed by Jesse Hogan (4.0) and Brent Daniels (4.0).
Collingwood kicked four of the last five goals but could not pull off a signature comeback win.
"We learned some really good lessons early," McRae said after the match.
"Coming into the game, we thought we'd improve physically and then you get there and you get reality - everyone else is improving.
"We want to have deep wins and nourish those wins. We will have shallow losses but we'll learn the lessons really quickly.
"We come back in six days time and we play the Swans at the MCG.
"We get back to work and we've got six days to do that."
Without Jeremy Howe and Nathan Murphy, the Collingwood defence struggled in the air against the GWS talls.
Brown was able to slot two goals unmarked while Hogan flaunted his aerial prowess against the likes of Collingwood's Darcy Moore, Isaac Quaynor and Brayden Maynard.
"That's the way we want to play. We want to be aggressive in defence," McRae said.
"Funnily enough, when we weren't, that's when we got hurt.
"The Giants' talls influence the game aerially and we just didn't impact that part of the game."
Brody Mihocek kicked three goals and Bobby Hill snatched two against his old side while brothers Nick (34 disposals, 10 clearances, one goal) and Josh Daicos (28 touches) were typically busy.
Collingwood should have received more reward for effort on the scoreboard after finishing the game with 60 inside-50s to GWS' 53 but it was their inaccuracy that cost them.
Recruited to add depth in the forward line, former Fremantle forward Lachie Schultz made his debut but fell short of kicking his first goal for the club with three behinds.
"The stats would say we had opportunities to score well but we just didn't connect on the top 50," McRae said.
"There's a little rushing to get the ball inside 50 and then not be set for us and then you turn the ball over."