The Gunners won via goals from Viktor Gyokeres and Declan Rice on Saturday.
Arteta said afterwards: "Extremely pleased because it's a really tough place to come. I think we were exceptional from the first minute. I think we were so dominant, very fluent, we scored two goals and we could have scored another three or four.
"(We need to) take that energy, that belief, that courage. Understand as well the things that we have to do better, that we could have done better, especially here in the second half, and continue on Tuesday, another one, on Saturday, another one. So the games are coming thick and fast."
Arteta was eager to talk up the performance of Riccardo Calafiori on the day.
He said: "Very good. He's been really stable, some big performances. He's a big contributor to what we're doing defensively as well. He gives us a lot in attack with his position and his threat. He continues to create chaos for the opposition.
"Individually, you have to be at your best. We have a lot of players in really good moments, because if we are not, we don't win that many games in a row."
On the away support, Arteta added: "It was great to witness the chemistry, the energy, that connection that we have built with them. Hopefully, we can give them a lot of nice moments because they fully deserve it."