Ferguson spent £18million on the 20-year-old Spaniard this summer having decided he was the man to replace Edwin van der Sar as Manchester United's first-choice keeper.
All he got at the Hawthorns on Sunday was a bag of nerves as De Gea failed to impose himself in aerial combat, then got beaten by West Brom debutant Shane Long when even Gary Neville on Sky Sports admitted the 20-yard shot from an acute angle should have been a "routine save".
The mistake gifted West Brom an equaliser after Wayne Rooney had put the champions into a 12th-minute lead but it took Ashley Young's deflected effort near the end to spare De Gea's blushes.
"He is young. He will learn. He will come through," said the United boss, who drew comparisons with how the great Peter Schmeichel coped on his arrival in the English game in 1991.
"David's concentration cost him the goal. It was a slack goal to lose but it is an experience for the lad.
"I couldn't believe he never got a free-kick in the second-half. The aerial assault on him was ridiculous.
"It was the same when Peter Schmeichel came. They punished him in his first few games against Leeds and Wimbledon. They have him a real torrid time.
"In the second-half today David he was targeted a bit. Not necessarily physically but there were a lot of challenges that should have been free-kicks but the referee decided to play on."
Already, Ferguson must decide whether to take De Gea out of the firing line and draft in the greater physical presence of Anders Lindegaard.
It was just part of the problem on a weekend when United were able to capitalise on the failure of three other title rivals to open their campaigns with a win as both Rio Ferdinand and Nemanja Vidic limped off.
"Rio has a hamstring injury. He will be out for six weeks," said Ferguson.
"With Nemanja, we hope it is a nerve in his calf.
"He felt it prior to the game but he wanted to play. That maybe a couple of weeks."
In addition, Rafael is out for 10 weeks after dislocating his shoulder, which made it difficult afterwards to work out who had won, given Roy Hodgson was pleased with West Brom's performance, if not the result.
Far more irritating is the £1.5million offer Wigan lodged for Baggies striker Peter Odemwingie, less than half the sum West Brom paid for him 12 months, and 15 Premier League goals ago.
"I don't understand teams to put in bids which are so obviously ludicrously far away from what the player's value is," said Hodgson.
"I suppose I could put in a bid for Wayne Rooney. Alex would laugh that out of existence just as we laughed their bid out of existence."