The Iron had more possession and goal attempts than the visitors, hitting the woodwork twice but were beaten 2-1.
"I am bitterly disappointed that we didn't get anything out of this game but I thought we gave it a good go from start to finish," said Knill.
"I thought we reacted well to a wonder goal against us in the first minute.
"We out-passed Crewe and created some clear-good chances against them. It was unfortunate we then got done by a late goal.
"But I know it is all about winning games of football and we have not done that. The sooner the players understand that the better.
"I don't want this to be a nearly season for us like last, when we nearly did this and nearly did that.
"But people have got to be patient with us. We have what we have as a squad and if people are going to expect miracles from us straight away, they are going to be disappointed.
"But we have a young team here who want to learn and we will get better, I know we will."
Crewe boss Steve Davis was relieved to see his side get up and running with their first points of the season.
"This was a very tough game for us. Scunthorpe passed the ball much better than us in the first half and made it difficult for us," he said.
"But we got at them better in the second half and started to put their defenders under pressure.
"Scunthorpe will probably feel disappointed they have not got anything from the game.
"I thought we played better on Saturday when we lost at home to Notts County than here. It was important to get up and running with our first points on the board."