Spurs have only managed to get two points from their first five matches of the season.
Bale revealed: “We want the first win so much that we kind of panic a little bit but we need to try to stick together.
“There are a lot of new players at the club, so it takes time to gel but we need to gel as quickly as we can now.
“The manager is trying to find out all the weak points where we need to improve.
“Every team wants to get that first win but it is not happening for us at the moment.”