The Kangaroos finished sixth this season but were able to push into the third week of finals after back-to-back wins against Essendon and Geelong in Melbourne.
They couldn't take their winning form on the road, however, falling to the Sydney Swans at ANZ Stadium by 71 points on Friday night.
"It's hard to win those first two finals and then travel interstate against a team that's had a week off and is cherry ripe," Goldstein told AFL.com.au.
"It's hard when you don't finish in the top four. We've got to look at finishing top four and making that path a little bit easier.
"We've seen all year that when we play our way and put the pressure on, we're a very good side, but we've got to focus on doing that every week."
After playing in his first finals wins this year, Goldstein remained upbeat on Friday night and focused on what the Kangaroos had achieved this year.
He said the team understood it was rare to win a preliminary final without having lost one and Friday night's match was a stepping-stone for the group.
"It's a disappointing result, but we can't take what we've achieved this season for granted," he said.
"That feeling we've had the last two weeks - that's something we need to bottle.
"Any game you play in the finals can't be taken away – it's the experience, the confidence, just that feeling.
"For three quarters of our team, we'd never won a final, so that feeling is unbelievable … we know we're going to come back bigger and better."
With Brent Harvey (19 possessions), Daniel Wells (15), Andrew Swallow (18) and Jack Ziebell (15) all below their best, the Kangaroos struggled to keep pace with the Swans in the midfield.
Goldstein held his own in a close duel with Mike Pyke, finishing with 29 hit-outs and pushing forward for a goal, but he said the team needed more contributors.
"We play our best footy when we have 22 players out there playing their role," he said.
"We're a very good side when that happens, but when we only have 16 or 17 or whatever it is (contributing), we're a mediocre side.
"We all have to stand up together and it's great fun when we do, but tonight we didn't have that."
