The skipper poked in from close range ten minutes before the break before Gastón Ramírez added a second on the hour mark, with a first shutout of the league season securing a 2-0 win.
And Lallana hailed the showings of Ramírez and goalkeeper Paulo Gazzaniga in helping Saints record back-to-back victories to move out of the top-flight relegation zone.
"He had a bad injury that kept him out for three-or-four weeks, so maybe he was a little bit rusty when he came back.
"But we all know what ability the lad has got, and it's a pleasure to play and train with him.
"Hopefully we can all learn off him as we start to gel with him.
"Paulo made a great save when we were 2-0 up and that kept us in the game – you need that bit of luck sometimes.
"Maybe we should have got a third goal to see the game out and make it a bit easier, but it doesn't always work like that.
"And we all know what Rickie [Lambert] brings to the team, and Jason Puncheon has been brilliant for us this season as well.
"We're starting to find our feet so we're learning off each-other and playing well. We're creating chances, which is exactly what we want to achieve.
"It would have been nice to get a couple more goals because we hit the woodwork three times and Jay [Rodriguez] had a goal disallowed at the end.
"We've kept a clean sheet, so it was an all-round great display."
With his first-half goal taking him to within one strike of his 50th for the Club, Lallana quickly looked ahead to Wednesday's visit of Norwich City.
And the midfielder admitted he would like nothing more than to reach that landmark and help Saints climb further up the Barclays Premier League table with another victory.
"It'd be great to get to 50," he said. "It's always nice to get on the scoresheet and maybe I could have had a couple more today.
"We've got back-to-back wins now, and we want a third on Wednesday night. We've got a big chance to pull a bit further away from the drop zone – and we want to take that chance.
"If you get a few wins then you can find yourself four or five places up the league, and that's where we want to go.
"I feel the lads believe [in themselves] a lot more and our confidence is showing, as we saw today."