Despite their heavy investment in the transfer market, Newcastle sit 19th after four games with just two points, having opened the new campaign against Southampton, Swansea City, Manchester United and Arsenal.
But Netherlands international Wijnaldum is upbeat over their prospects, telling the Evening Chronicle: "We have good players but now we must make sure we show we are a good team.
"When a lot of players come to a club, it can be difficult to gel because you don't know each other properly.
"However, we are going train hard to make sure we do know each other. Then we can be a big team going forward.
"We are focused on everything. You have to have confidence going forward and feel you can win a trophy. We have that chance here."