Sam said being credited with one tackle and one quarterback hit against the Saints helped his confidence.
"Wow this is the big stage. You know, I can play in this league," Sam said after the game.
The Rams chose Sam in the seventh round of the NFL entry draft. Sam lost 27 pounds coming into training camp in an effort to get faster on the field.
Both starting quarterbacks, New Orleans' Drew Brees and Sam Bradford of the Rams, were given the night off.
Ryan Griffin threw for 179 yards and a touchdown for the Saints in the win.
Griffin came on for quarterback Luke McCown and completed 16-of-23 passes. He found first round pick Brandin Cooks for a 25-yard touchdown pass late in the third quarter that proved to be the difference.
Mark Ingram and Khiry Robinson each ran for touchdowns, with Ingram getting 83 yards on eight carries.
Veteran quarterback Shaun Hill threw a pair of touchdown passes for St. Louis, while Austin Davis collected 134 yards and a score on 10-for-16 passing.