DENVER -- Tampa Bay Lightning coach Jon Cooper said "the right team won" Game 1 of the Stanley Cup Final, but that he believes the Colorado Avalanche haven't seen anything close to his players' best effort yet.

"Give them credit for pulling it out," Cooper said after the Avs won 4-3 in overtime on Wednesday night in Denver to take a 1-0 series lead. "We've got better in us, though. I don't think by a country mile that we gave them our best game and we still had a chance to pull it out. But to beat a talented team like that ... we've got a better game in us."

The Lightning had a nightmarish start to Game 1, giving up goals to Gabriel Landeskog and Valeri Nichushkin just 1:36 apart for a 2-0 deficit before the 10-minute mark.

Forward Nick Paul got one back to cut the lead, but tripping calls on Mikhail Sergachev and Anthony Cirelli that were 27 seconds apart handed Colorado's potent power play a 5-on-3 opportunity. Center Artturi Lehkonen scored to make it 3-1, which is how the first period ended.

"It's a hell of a hockey team over there and we knew they would come out hard," captain Steven Stamkos said. "Maybe a tough call, looking back, to give them a 5-on-3."

Forward Pat Maroon put the responsibility on the Lightning rather than the credit to the Avalanche for the wonky start.

"It was us," he said. "It's what we do that triggers others' offense. Kinda puts us back on our heels a bit and instead of moving the puck forward in the first five, 10 minutes of the game, we were moving it back. The first 10 minutes, we weren't our best. We weren't our best tonight."

The message in the locker room between periods, according to winger Alex Killorn: "Let's stop dipping our toe in the water. Let's try to take this game over."

"Maybe we were just trying to get a feel for them," Killorn said. "It's gotta be the other way around. We have to come out and set the tone."

The Lightning rallied for two goals in the second period to tie the score. Star winger Nikita Kucherov brilliantly set up linemate Ondrej Palat for a tap-in goal at 12:51 and Sergachev air-mailed a shot at the blue line past goalie Darcy Kuemper at 13:39 to tie it at 3-3.

Tampa Bay killed a delay-of-game penalty to Maroon at the end of regulation and into overtime. But just 59 seconds after that power play ended, the game did, on the stick of winger Andre Burakovsky.

It was an uncharacteristic game in many ways for the Lightning, but particularly in goal. Goalie Andrei Vasilevskiy had never allowed three in the first period of a playoff game in his career. The first two goals were stoppable: a puck trickled through his pads on Landeskog's goal and Nichushkin beat the five-hole, the first time in the postseason he had given up that kind of goal.

The Lightning rallied around their goalie after the game.

"I don't think he had a rough start," Stamkos said. "He's an all-world goaltender. It wasn't our best game by far. He gave us a chance to win it in overtime."

For Tampa Bay, a Game 1 loss is a familiar position. The Lightning dropped the opening games to the Toronto Maple Leafs and New York Rangers by a combined score of 11-2. They rallied to win both series.

"I think that's the great thing about our group: There aren't many situations that we haven't been in," Killorn said. "It feels like we've seen it all. We're not worried. We're confident going forward. But there's definitely a lot more work to be done."

Game 2 of the Stanley Cup Final is scheduled for Saturday night.