"The most important game out of the two was always Scunthorpe and we have to now bounce back and get the three points there," explained Jackson.
"The average age of my side at the end was 22, so we are a young side and will learn from this.
"We knew we would enjoy it, but I did not want to come here and disgrace ourselves. But we left with our heads held high."
Meanwhile Blues boss Mourinho allowed Huddersfield's players to sample the delights that the Iron squad had last season when they took on the Premiership champions at the same stage of last year's FA Cup.
"It was a nice touch from Jose Mourinho to go on the pitch at the end and congratulate my players," he added.
"He invited all my players into the Chelsea dressing room and they all got shirts."