Naby Keita and Roberto Firmino struck inside the first 26 minutes at Anfield on Tuesday to give Jurgen Klopp's men a 2-0 victory.
Unlike their last-16 clash just over a year ago, when Liverpool won the first leg in Portugal 5-0 to render the return fixture a formality, Tuesday's victory at Anfield still leaves some work to do.
Van Dijk knows they will have to put in an improved performance next Wednesday as their opponents have shown they can cause them the occasional scare.
"Obviously we know it's going to be a tough game and to score two good goals was very important but the clean sheet was the most important thing," said the Dutch player.
"We have something to build on. We kept pressing, we kept going —we played very well I think."
The result keeps Liverpool on track for a dream double — they lead the Premier League by two points from Manchester City — and Van Dijk believes it is possible to win both trophies.
"We should be confident. It's a great time to be a Liverpool player," he said. "Hopefully. There are (a maximum) of nine games left in total if all goes well, fingers crossed.
"Let's give everything we've got and have a well-deserved break after."
Firmino popped up with the second goal for his 14th in the Champions League for Liverpool and only Steven Gerrard (30) has more for the club in the competition.
The Brazil international has also cautioned against complacency next week.
"It was an important victory. We've taken the first step," he told liverpoolfc.com. "We played well and we scored goals. Now we have to keep our feet on the ground because the next game will be difficult as well.
"And we have to give it our all away at their stadium."
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