Scotland coach Frank Hadden said his players were "shell-shocked" after a "nightmare" opening put Italy on course for their first Six Nations away win.
Kaine Robertson breaks away to score Italy's third try
"We wanted a fast-tempo start and to get the ball moving around and excite the crowd," he told BBC Sport.
"But the charge-down was a bitter blow and after the two interception tries the players were shell-shocked.
"We just didn't execute as clinically as we should have done. Our first 20 minutes were a nightmare."
The charge-down of fly-half Phil Godman's kick gave Mauro Bergamasco a try just 18 seconds after kick-off, while Andrea Scanavacca and Kaine Robertson both intercepted Chris Cusiter passes before six minutes had elapsed.
"Thereafter Italy's defence had a lot to fight for and they held out magnificently," Hadden acknowledged. "In the end they thoroughly deserved to win.
"I thought we were clawing our way back into it in the second half but Italy made it very difficult for us in the final quarter."
Hadden demanded his side show a reaction when they return to Murrayfield in a fortnight for the visit of Ireland.
"When things don't go for you it is a measure of how deep you are prepared to dig," he added.
"I'd like to think we've learned a lot today and it will be a measure of this side as to how well they bounce back against Ireland in two weeks.
"It's a watershed moment and it's absolutely vital that they respond appropriately."
Scotland wing Sean Lamont described the opening to the match as "beyond comprehension".
"It's gutting," he told BBC Radio Scotland. "We gave them too much of a start with the three interceptions. That killed us.
"It was a nightmare start. That is unacceptable really and we couldn't recover.
"We knew they were going to be tough but if you take off the 21 points it's a different game."