South Africa were held to a goalless draw by minnows Cape Verde Islands in the tournament opener on Saturday, with their lacklustre showing coming in for heavy criticism.
"The first game is now gone. If there's any lesson to be learnt it's that you hardly get any second chances in tournaments," Khumalo said on Tuesday.
"So we're very fortunate that we're still in it, and we have another game on Wednesday.
"It's important that we forget about the past and make sure we don't repeat our mistakes."
The disappointment of the opening result, in the broader context, was somewhat lessened later on Saturday when the other two teams in the group, Morocco and Angola, also played to a goalless draw.
Supporting the team
The Greece-based defender highlighted the importance of supporting the team at this crucial stage, when doubts have been raised about their capability to reach the latter stages of the tournament.
"Obviously it's been said that nerves may have gotten the better of some players," he said.
"That happens sometimes, and it's important that the other players around support them and make sure they can come back up again."
Khumalo defended his own form in the national jersey, saying: "That [questions about my form] is news to me. My job is just to focus on the team and what we're trying to achieve.
"In terms of the critics, people will always have their opinions in football, that's the nature of the game. In my mind, I don't really spend much time worrying about those people."
He said Bafana would be going all out to beat the Antelopes.
"Our main motivation is as simple as winning," Khumalo said.
"Obviously when you win games, everything else falls into place.
"That's how people are proud of you and that's how you bring joy to a nation – it's by winning games. As professional players, we really know what we have to do here. We have one aim on our minds and that's to win."
Coach Gordon Igesund confirmed on Tuesday that midfielders Kagisho Dikgacoi and Lerato Chabangu had been ruled out of the match, due to a knee and groin injury respectively. – Sapa