Weir believes that absence from the top level means Rangers are still trying to find their feet in Europe's top club tournament this time around after mixed results so far in Group G.
Walter Smith's men started well with a point from their opener in Stuttgart but have since suffered two back-to-back 4-1 defeats by Sevilla and Unirea Urziceni at Ibrox.
Rangers now prepare to face the Romanian champions again in Bucharest on Wednesday night in a match which will be crucial to their hopes of reaching the last 16.
Weir said: "We didn't have any European football last year so it's new to us again and we've got to learn quickly because if we keep getting bad results we will be out of the competition.
"It's something we have to learn very quickly. I don't think anybody can tell us how to do it, we've got to work it out for ourselves.
"We just need to play better than we did in the last game. We know if we play the same way as we played in that game, we will lose.
"An improvement in performance from every player is the most important thing."
Rangers enjoyed a dream start when they took the lead against Unirea after just two minutes but a dramatic collapse in the second half allowed Dan Petrescu's men to leave Glasgow with a stunning victory.
"Unirea played well," Weir said.
"They worked very hard and they took their chances when they got them. You've got to give them a lot of credit for the way they played. They came and worked hard and made it difficult for us."
Rangers clearly need goals but Weir - who is set to be partnered by Lee McCulloch - insists a strong defensive display will be just as important.
"That's always got to come first, you have to be solid in these games," he said.
"If you're not, the other teams will score because they have qualities. First and foremost, that has got to be important.
"But there has to be a balance because you obviously need to score goals as well."
Unirea Urziceni Evens, Draw 9/4, Rangers 3/1