The Australian took charge after Forest owner Evangelos Marinakis sacked Nuno Espirito Santo, though lasted just 39 days before being shown the door himself.
"It was the first time in 20-odd years that I wasn't working. I was lost," he told the Stick To Football podcast.
"In the off-season, I was so lost. Usually you would go away with your family, but there are transfers and pre-season ahead, so your mind is on that. I was lost."
Postecoglou also said: "That was on me, the whole Forest thing.
"That was a bad decision by me to go in there. But there is no point in me blaming it on not getting time or anything. I should never have gone in there.
"It was too soon after Tottenham, and I was taking over at a time where, obviously, I wanted to do things differently.
"They were kind of used to doing things in a certain way. I have to cop that — that was my mistake."