Gregor told BBC Scotland: "We know how hard it's going to be next week but we've made the best possible start.
"I'm really looking forward to going to Montpellier, I played a season out there, and it will be great to go back there as a coach.
"I've told the players to turn on the TV tomorrow and watch Toulouse against Montpellier so they can get a picture of what's facing us this weekend.
"As coaches we've watched their last few games and they're very similar to Bath in terms of the set-piece - strong line-out drive, strong scrum and some dangerous attackers."
Tries from Sean Maitland, Tommy Seymour and Nikola Matawalu, plus a double from Mark Bennett got the Warriors off to the best possible start, but the Glasgow coach stressed the importance of his team's defensive work.
"We started with real good intent," Gregor added. "We got the detail right - our restarts, exiting, and then when we kept ball we looked dangerous.
"It was really our defence in the second half that kept Bath out when they had a lot of pressure, and created a couple of turnovers for our last two tries.
"It really was a squad effort, it takes a lot of effort to play the rugby we aspire to play in attack and defence, and when you come up against a team like Bath who will move the ball a lot you need to be fit, you need to be tough.
"There were players picking up injuries who were cramping up because of the effort, but then the bench players came on and did fantastic jobs."