On the back of a seventh-placed finish in the Premier League and their level of investment over the summer, Villa are regarded as the favourites to win the competition.
That feeling was strengthened having been drawn in a group alongside AZ Alkmaar, Legia Warsaw and Zrinjski Mostar, but Villa were powerless to avoid losing 3-2 to the second of those teams on Thursday night.
Emery made the decision to make five changes, but his Villa side lacked a cohesiveness that they have shown in some of their domestic fixtures in 2023-24.
Pawel Wszolek opened the scoring for the Polish giants within three minutes, while Ernest Muci added a further two goals either side of the half-time whistle.
Jhon Duran and Lucas Digne twice equalised for the visitors, yet they could have no complaints after falling to a surprise defeat at Stadion Wojska Polskiego.
Villa engineered their own downfall, leaving them sitting at the bottom of the group, and Emery has acknowledged that lessons need to be learned from being humbled on their travels.
Speaking at a press conference, the Spaniard said: "They were playing with their best performance. We had some good moments and some really bad moments.
"In our worst moments they scored. We reacted well in the first half, scored two goals. The second half we started the same in the first half, we started well, but in one click, we concede another opportunity and they scored.
He added: "I think we are feeling good when we are being in our positioning, keeping control of the game, keeping possession trying to take our rhythm and trying to impose it.
"The bad moments came when we didn't control the rhythm. They exploited opportunities with space in behind. We concede chances like that."
The West Midlands outfit will be looking to react when they play host to Zrinjski Mostar on October 5, the Bosnian-Herzegovian side producing one of European football's great comebacks to overturn a 3-0 half-time deficit to AZ Alkmaar to prevail by a 4-3 scoreline.