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Does there have to be a lesson learned from every loss?
After Game 1, a contest which the Predators lost 4-1 despite outshooting the Jets by a 48-19 margin, there weren't any wild theories on what Nashville needed to do differently.
Game 3 actually brought about a similar evaluation. The sentiment from the Predators' coaching staff and players is that they see Game 3 going like this:

Nashville silenced a boisterous Winnipeg "Whiteout" at Bell MTS Place with a 3-0 lead in the first period (the great). The Jets response then came quickly and with a vengeance in the second period as Winnipeg used four-straight goals to take a 4-3 lead (the ugly). The Preds got back on their feet by dictating the pace in the third and tying the game on Filip Forsberg's man-advantage goal; then Nashville had a chance to take a 5-4 lead late in regulation with Viktor Arvidsson's second breakaway of the contest (the good). Instead, three minors in the final nine minutes of the game allowed the Jets to answer the Preds' power-play goal and take Game 3 in essence, 5-4 (the bad).
So, if the Predators were supposed to emerge from their meetings and video sessions on Wednesday with their blueprint torn up and a scowl on their face, they didn't bite.
"If you take a quick [series] recap, we really liked Game 1, the thing that we hate is the score. Our guys did a lot of good things," Nashville Head Coach Peter Laviolette said. "We ended up playing a really good game, as did Winnipeg in Game 2. It goes to a couple overtimes. We ended up winning the game. It's 3-0 after the first period last night, not bad. It's 4-0 after the second period, not very good. And then you exchange power-play goals in the third period, so certainly there are things we can do better in that second period, but we have to continue to look at our game and how we can be better at our game and how we can not necessarily reinvent the wheel here."

Following their coach's lead, several Preds players doubled down on the acknowledgement that a second period like last night's can't happen again, but more importantly, believing in the identity that earned them a Presidents' Trophy and a Round One win is paramount.
This Round Two series is so evenly matched it's all but balanced on the edge of a knife blade. Now is not the time to give up after a frustrating defeat in Game 3.
"I mean we had this kind of day in Colorado, too," Predators defenseman Mattias Ekholm said. "We lost the first game in their barn and the sun came up today again, and I think the mood was great. We got together, we chatted it out and we have to learn from our mistakes that we had last night. But other than that, there were times we had positives we can take away as well. For now, we're just trying to regroup and then look forward to tomorrow."
Ekholm, who has preached a message of keeping an even-keeled mentality in the postseason, would perhaps even say that losing Game 3 in Round One, as the Preds did, has only helped them in the long run. In retrospect, the split in two-straight contests at Pepsi Center is all that mattered as the Predators were able to advance in six games.

A win in Game 4 on Thursday night ties the series and gives Nashville the upper hand in the best-of-three with two of the games at Bridgestone Arena. If the Predators come back to win their Round Two series against the Jets, Game 3 becomes solely the motivational point it also was in Round One.
Which answers our original question. Is there a lesson to be learned every loss? Maybe not. But in this particular case, it's that the Preds are better off trusting they have what it takes to win.