Georgia, ranked 137 in the world, came from behind to draw 1-1 at Cardiff City Stadium on Sunday.
“We’ve had a little slap around the back of the head to say, ‘Hold on, it’s not all plain sailing’,” Coleman said.
“It’s not the end of the world. There’s a lot to play for; it’s only three games in.”
Wales, though unbeaten after three matches, are third in Group D, two points behind leaders Serbia and the Republic of Ireland.
They face both in their next two games – Serbia at home on 12 November and the Republic away on 24 March 2017.
Coleman said: “These next two games are great games. They expect to be there or thereabouts, like us. So this is a nice little test for us actually.”
Wales looked set for a comfortable victory when Gareth Bale headed them into the lead after only 10 minutes.
However, they became lethargic and their apparent complacency proved costly as Tornike Okriashvili equalised with a 57th-minute header.
Georgia squandered several good chances to claim victory over Wales, who reached the European Championship semi-finals and are ranked 10th in the world.
“We looked fatigued, we looked disjointed,” said Coleman.
“I’m not used to being disappointed at the end of 90 minutes with this lot.
“I’d have been amazed if we we’d gone through the campaign without a blip and without somebody giving you a little tap on the shoulder to just remind you how difficult it is at this level – we got one today for sure.”
This was only the second time Georgia had avoided defeat in a competitive away match since 2012.
But Coleman said of his players: “I’ve got more confidence in this team than any other I’ve managed. If anybody can do it, it’s this team.
“We’ve grown accustomed to me being sat here super proud. I’m still proud but I know they can do a bit better.
“I won’t be too critical of them because a whole nation is proud of them, but we’ve got to keep pushing them because they want that anyway.”