The young Magpies' first of four Group C fixtures ended in a tight draw at Whitley Park, with both sides unable to seriously threaten in front of goal whilst playing in torrential rain on Tyneside.
The hosts were solid at the back, though, to record their second shutout of the 2025/26 campaign and Heffernan is hopeful his side can take their defensive display into Friday's visit of Paris Saint-Germain for their second group game [kick-off 7pm GMT].
"It's always nice to keep a clean sheet," the 20-year-old centre-back told newcastleunited.com. "I'm delighted with that and I think the other defenders are. If you do that, it gives you the best chance of winning games so it's something to build on for the next game and hopefully we can pick up another one.
"It was tough conditions tonight and a scrappy game, with a bit of messiness from both teams and I thought we created more chances but, unfortunately, could not finish them.
"In games where it is so tight, you want to win but it's also important to not forget you can drop points and give them up that easy."
Newcastle's youngsters have recorded four wins in their last seven competitive fixtures whilst scoring 11 goals, and Heffernan, who made his senior debut for hometown club Cork City at the age of 16, believes the squad have seen an upturn in performances in both areas of the pitch in recent weeks.
"We've had really good performances of late, even in the games we've lost," he added. "The results have improved since the start of the season. We're building all the time and they are getting better.
"Although we didn't win against Real Sociedad, we've kept a clean sheet and we haven't managed many before that so it's an improvement.
"We were conceding a lot of goals at the start of the season and, although we were scoring, it's not enough. Clean sheets help towards getting strong results."
United's second-string host their Paris Saint-Germain counterparts on Friday night before welcoming Dinamo Zagreb and Benfica to Tyneside in the upcoming months, with the top two sides from each respective group advancing into the quarter-final stages.
Heffernan, a representative of Republic of Ireland from under-15 to under-19 level, is aware of the visitors' threats but is confident the squad can rise to the occasion against the French outfit and enhance their hopes of, ultimately, qualifying for the last-eight stage.
"Games are coming thick and fast, with another one on Friday, so hopefully the performance [against Real Sociedad] will stand us in good stead for Friday's match," he said.
"PSG will be a top side. They will bring a lot of quality but we've got enough to match them ourselves. It depends on our mentality on the night and I don't doubt any of us. I think we can give them a good game."
