The Heat guard scored 19 points but hit only seven of 19 shots and was at times listless in the 105-94 loss to the Thunder at raucous Chesapeake Energy Arena on Tuesday.
Wade acknowledged that in order for the Heat to win their first NBA championship since 2006 he will have to be more assertive and take the pressure to score off league Most Valuable Player LeBron James.
He added, however, that he did not want to overreact after one game of a best-of-seven series.
"That's when you start thinking too much, too many questions start coming up in your mind, you start over-analyzing things," he said. "I want to score more points, I want to get my team to give us an opportunity to win the series.
"I'll be more aggressive. Looking for my opportunities a lot more, probably more than I have of late. So that will be my change."
Oklahoma City, playing in its first championship series since 1996 when the franchise was located in Seattle, outscored the Heat 24-4 on fast-break points in the series opener.
Heat Erik Spoelstra vowed to slow the Thunder's frenetic pace while finding ways to free up Wade, an eight-time All-Star and former NBA scoring champion. Game Two of the series is Thursday night in Oklahoma City.
"We're used to having the advantage on fast break opportunities, and they dominated that area 24 to 4," Spoelstra said. "When we defend and we impose our will by being disruptive and aggressive, it opens up opportunities for us in the open court.
"And when we get our attackers in the open court, their confidence soars. In the half court we have to find ways to execute with more precision, to get (Wade) in places he can be aggressive and get into the paint."
James had 30 points but was eclipsed by Kevin Durant, who scored 17 of his 36 points in the final quarter, helping the Thunder overcome a seven-point half-time deficit.
Spoelstra said it too early to write the Heat's epitaph.
"Our focus will be on playing more to our identity tomorrow night," he said. "They imposed their identity more than we did in that game. We didn't feel we played well.
"They're a part of that, okay, but we didn't play to our identity. And yet we still were four or five plays from coming away with a win.
"That's some of the resourcefulness about our group. Usually at the end of games we find a way."
James admitted there are times he will tell the 30-year-old Wade to pick up his game and be a little selfish with the ball.
"A lot of times I try to let him figure it out on his own, but sometimes I go to him and tell him I need one of those games from him, I need one of those performances from him because he still has it," he said.
"He knows he still has it, too, but every player needs a little kick every now and then, no matter how time tested they are.
"I try to continue to let him know how important he is to this team, which he should know, but he also needs to be D Wade and not worry about deferring as much."