The newly promoted club, who were relegated last time they were in the top flight, are winless so far this season.
As they prepare to take on Stoke City in the EFL Cup in midweek and Everton in the Premier League on Saturday, Walker-Peters was asked about what they can do to turn things around.
He told talkSPORT: "I think we really need to look at all the positives and try and build on them, and that's what we're doing.
"There are a lot of positives from the last few games, and we hope to take those into Saturday. We knew it was going to be tough.
"We knew it wasn't going to be smooth sailing, it wasn't even in the Championship last season. We had tough times last season and we're having a tough time now.
"We do know how to overcome it. I know it is important to get that first win and I think once we do it will definitely help us to gain some confidence."