The 19 year-old was given a baptism of fire by manager Steve Bruce last night when he was pitched into direct competition with England's Ashley Cole in his first league start for his home-town club.
Ultimately, it was Cole and his team-mates who came out on top as they powered their way to a 3-1 victory at the Stadium of Light, which took them to the top of the fledgling table.
However, while Sunderland were handed a stern lesson about the power and quality of the league's high-fliers, Henderson is hungry for more and is desperate to hang on to his place for Saturday's visit of Blackburn to Wearside.
He said: "They were brilliant and the manager said to us that we won't come up against a side as good as Chelsea every week.
"We have Blackburn at home on Saturday and that's what we have to focus on.
"I felt a lot more confident going into last night than when I went on as a sub at Chelsea last season, so I need to take that forward.
"I'm knackered now but excited about the weekend and hopefully I can keep my place.
"I was told a couple of hours before kick-off that I would be playing. It was a great feeling.
"I was on cloud nine but was also trying to stay focused. I was confident about it. I knew I would have to work hard and I gave it everything I've got.
"I just need to keep working hard now. I was up against one of the best defenders in the world in Ashley Cole."
Henderson grew up locally and emerged from the ranks during pre-season having made two senior appearances last season - as a substitute in a 5-0 league defeat at Chelsea and a start in a League Cup defeat by Blackburn.
However, he got 13 appearances under his belt on loan at Coventry and has clearly impressed new boss Bruce since his arrival at the club.
Asked about his performance last night, the manager said: "I thought he did well.
"He will learn from the experience of playing against Ashley Cole. The kid ran a million miles and covered every blade of grass, which he had to.
"I am sure the kid has a huge future and he will learn."
Henderson is not the only one who will learn from a brush with Chelsea, which kept red and white feet on the ground as much as it illustrated the validity of the visitors' claims on the league title.
In the opening 45 minutes, the confidence gained from Saturday's 1-0 win at Bolton was in evidence as Sunderland, with Darren Bent, Lee Cattermole and Lorik Cana - who suffered a suspected broken hand - making home debuts, frustrated Carlo Ancelotti's men.
Indeed, they had the temerity to take the lead when Bent pounced on a loose ball inside the box with 18 minutes gone to score his second goal in as many games for his new club.
However, from that point on it was largely one-way traffic and, although Cattermole managed to keep out Michael Ballack's goal-bound volley before the break, Chelsea were not to be denied after it.
Ballack eventually did beat Cattermole on the line seven minutes after the restart to level, and when Frank Lampard converted a 61st-minute penalty to put his side ahead, the game was effectively won.
But there was still time for the impressive Deco to demonstrate he has a role to play under Ancelotti with a fine finish 20 minutes from time as the Londoners eased their way to the whistle.