After spending his entire career starring in the lower leagues, Sunday's opening match of the season at Manchester City was Lambert's first chance to test himself in the top flight.
But Saints boss Nigel Adkins sprang a surprise when he left out the club's top scorer for the past three seasons.
With his side 1-0 down at the home of the champions, Adkins eventually turned to the 30-year-old, who made an instant impact by equalising.
Fellow substitute Steven Davis then incredibly put Southampton 2-1 before City hit back to win 3-2.
Lambert said: "I was disappointed not to start.
"I'd be lying if I said that I wasn't, but there's no sulking between the lads it's just a case of being ready for when you get your chance and that's what I've done.
"I was on the bench and I was just desperate to get my chance."
He added: "Everyone is fighting for the 11 places and the ones who are not in there are fighting to get onto the pitch."
Lambert said of his landmark goal: "It means so much.
"You could see how much it meant when I scored because I've been waiting for that moment for a long time now.
"Obviously in the past, I've scored goals at lower level but I was made up to get my first goal here already."
Lambert took heart from yesterday's result as Southampton bid to avoid an immediate return to the npower Championship.
"I thought we looked okay," he said.
"We managed to score two goals, and took the lead, so we're proud of the way that we played.
"We know we've got a hard start this season but we've come here to do well, we've not just come here to survive, and I think we showed that."