Roy Keane felt Town were guilty of being naive in the way his players chased the game after going a goal down.
Blues conceded three second-half goals with Luke Chambers, Guy Moussi and Rob Earnshaw on target after an even first 45 minutes.
"The first goal was always going to be vital," said the Town boss. "I wasn't sure about the decision on the free-kick that led to the goal but I was disappointed in the way we responded to going behind.
"We were a bit naive in the way we just threw men forward and Forest just picked us off as good teams do when you have the attacking options they have.
"We needed to keep it tight for 15 minutes and then go a bit gung ho. We have to learn how to stay in the game.
"Forest showed how far we still have to go but I knew that before kick-off. We have a lot of hard work in front of us but Forest have shown what can be achieved after the progress they have made over the last year."