The Capitals had not played since May 23, Game 7 of the Eastern Conference Final against the Tampa Bay Lightning.
"(Braden's) got a short memory," Washington coach Barry Trotz said. "He moves forward. All through the playoffs I think our whole group has had a real good understanding that there's going to be swings in the series.
"There's going to be swings during periods. There's going to be different things. You've just got to let it go and you've just got to look forward and push forward. I think Braden does an excellent job. That's why he's one of the elite goaltenders in the National Hockey League."
Holtby, coming off back-to-back shutouts against the Lightning, carried a shutout streak of 159:27 into Game 1 of the Stanley Cup Final.
The streak didn't make it through the chaotic first period against the Golden Knights, who entered the Final having outscored opponents 14-7 in the first period in the playoffs. Vegas defenseman Colin Miller scored at 7:15 into the first with a slap shot from just inside the right point, making it 1-0.
The Golden Knights got goals from five players; fourth-liner Tomas Nosek scored the game-winner at 9:44 of the third period and added an empty-netter with 2.7 seconds remaining.
"For us, we just can't give up five goals and expect to have success," Holtby said. "There's some areas where myself and our group, we can be more working on the same page and find ways to limit those and let our offense take over."
Typical of Holtby's analytical nature, he already had identified specific areas that the Capitals need to improve in, including puck control.
"It's a lesson we'll obviously get better at," Holtby aid. "You can't take a breath when the puck is around the net with them. That's their game plan.
"That's one of their strengths. In order for us to have success, we just, as a group, have to be committed all times. That's probably more just a little bit of rust in our game, my game.
"I wasn't recognizing the type of forecheck they were having, and I made the wrong decision on a few occasions." T-Mobile Arena was loud as advertised. That will require additional adjustments by Holtby and the Capitals.
"You can watch all the video of how to play other teams but you don't know how they're going to play you until they actually do it," Holtby said. "Every building is going to be loud. It's also another area, getting used to their team a little bit is going to help us.
"In the D-zone especially it's tough to communicate at this time of year when it's loud."