Although the Rockets had a great regular season, this is their biggest problem when facing the Warriors:
Their improved defense was middle of the pack in the NBA
That, combined with the fact that the Warriors DO play excellent defense that, over the course of a 7-game series, WILL be effective against even the best the Rockets can throw at them, will ultimately be the Rockets' undoing. I still think the Warriors are the better team, but the Rockets CAN make it a very tough series if they get back to ball movement and running the offense through CP3, and get back on D to do a better job limiting easy transition points.
I think the biggest problem for the Rockets now will be getting out of their own heads. They have been up front about this being an "all-in" season and them putting all their chips on designing a machine to beat the Warriors. When a team has been beaten perennially by a certain other team and goes all-in on beating that one team in a season, a defeat like last night can be incredibly demoralizing. And you could see it in their body language in the second quarter. They came out of the gate at the beginning of the game throwing haymaker after haymaker, and after throwing their best shots, the Warriors were right there, tied up at halftime, and poised to make their trademark third quarter run to pull ahead. It was like that scene in The Last Jedi with the Last Order firing all guns at Luke, only to have Kylo lose his friggin' mind when the dust clear a few seconds later and Luke was standing there unscathed. I hate to draw any conclusions after game 1 in a 7 game series. But in terms of psychology, I think the Rockets are in a BAD place in their heads right now, and that is going to be a big problem for them.
EDIT: Oh, and CP3 is lucky he didn't get a flagrant for that elbow between Durant's legs toward the end of the second.