United was beginning a new era at Old Trafford on Monday (AEST), and Brighton was seen by many as a kind first opponent despite the Seagulls battering them 4-0 in May.
Ten Hag handed debuts to Lisandro Martinez and Christian Eriksen, but with Anthony Martial injured and Cristiano Ronaldo only deemed fit enough to start on the bench, United lacked a presence in attack.
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Two close-range goals from Pascal Gross had Brighton 2-0 up at half-time, and although a slightly improved United performance led to a scrappy Alexis Mac Allister own goal, the Red Devils could not come up with an equaliser.
In the long run it is hoped Ten Hag will be able to implement an attack-minded possession-based brand of football, but there were few signs of it on display here.
Scott McTominay was indicative of United's poor ball retention and lack of control, completing just 19 passes at a success rate of 67.9 per cent despite playing nearly the entire match in midfield. Even goalkeeper David de Gea attempted (29) more passes than the Scotland international (28).
Captain Maguire thought United showed a poor response to going behind.
He said: "I think we started pretty the game well and on the front foot and as a team we had control of the game.
"Then we conceded the first goal and that knocked back really badly. We stopped playing from then, they got a lot of control in the game.
"We need to look at not letting that first goal set us back as much as it did, but we've got to be better on the ball, we gave the ball away too often in that first half especially after the first goal, we gave them encouragement to come forward and attack us. It was a nightmare start to be 2-0 down at half-time.
"Everyone knew the task. We had a bad season last season, now we've got a new manager trying to put his philosophy on the team, but when we don't get it right we look far too open."
Specifically on the subject of United failing to react to Brighton's first goal, Maguire added: "It's something we need to address or it'll keep happening.
"The first goal felt like a big blow to all 11 of our players. We spoke about getting the next goal [at half-time].
"I think in the second half you saw good parts to our game, but overall we didn't do enough. We had a lot of pressure and a lot of ball, but we need to be a bit more creative and we need to improve on that."
It was the first competitive game Maguire had played with new signing Martinez, and while the Argentina international showed glimpses of his ability, Danny Welbeck got a lot of joy out of both centre-backs.
Maguire accepts forging a proper partnership will require patience.
"It's great to have Licha [Martinez] at the club. We have competition for places at centre-back," he said.
"We've not played much together and in that first period we weren't on the same wavelength. Centre-back partnerships are built over time and we will get a lot better and keep clean sheets."