The Seasiders conceded two penalties and saw Ollie Norburn sent off in the disappointing away display at the LNER Stadium.
Critchley admits he was left scratching his head throughout certain periods of the game.
"Horrible is the word that sums it up,” he said.
"Our initial start to the game was good, we should’ve been one up, maybe two.
"We gave away a penalty, which was stupid from us, and they scored.
"After that we responded and still had some good opportunities to equalise, but then we don’t quite get our press right and they get a little bit of luck for the second.
"He shoots from outside the box, it gets a little deflection- it flies in, and I’m left scratching my head thinking ‘how are we 2-0 down.’
"We made some changes at half time, and we were threatening to get back into the game, but we didn’t defend well enough on the halfway line and the third and the sending off killed the game.
"It looks horrible, it feels horrible, but it’s our first defeat and we have to put it into perspective- which is difficult to do.
"It was really frustrating, they’ve scored two penalties and a deflected shot from the edge of the box.
"Other than that they had one or two near the end when we were down to 10, but generally we were in control of the game.
"We’ve made mistakes. The second and third were really poor goals.
"It’d be nice for us to get a little bit of luck at the moment because we’re not getting that, so hopefully that will turn for us.
"If we’ve got anything to learn from the game, it’s when we get chances we’ve got to take them, otherwise it adds pressure to the defence to keep clean sheets.
"It’s not like we were torn apart, we didn’t.
"The scoreline looks horrible, but defensively it’s not like we were poor, it was the other end of the pitch.
"At some point the players have to step forward and show better quality in front of goal.”