The winger returned from injury during Wolves' 0-0 draw with Ipswich Town at Molineux on Saturday afternoon.
And with seven games of the season remaining, Henry explained that the team need to gain as many points as possible this year to set themselves up for next season.
"We just need to build on us as a team really," he said before adding: "We need to find our identity to go into next season.
“At the same time we need to put a smile on fans’ faces, pick up some points and see where it takes us.
“The form now and the way we play will inevitably roll into next season so we want to be playing the best that we can in every single game.
“We’ve got another seven games now so that’s a big opportunity for us to stamp some authority on this league, see where that takes us for the rest of this season and going into next year.
“It was nice to get back and play 45 minutes after being out for six weeks.
“I felt a little bit rusty at times, there were a couple of shots that I probably should have done a bit better with.
“We’re a little bit disappointed with the result but a draw against a good Ipswich team can’t be sniffed at.
“It was nice to get back into the swing of things and I can now look forward to Tuesday and Saturday."
Henry also believes that, while 2015/16 hasn't necessarily been the season everyone wanted, there has been enough to build on.
He said: “I don’t think it’s been a horrendous season. We’re mid-table in the Championship that’s a very competitive league.
“There are loads of big clubs in this league. 95% of them have been Premier League clubs within the last ten years or so.
“Every team is fighting for those three spots so it’s never going to be an easy league, we’re under no false illusions of that.
“We want to do better. We want to be one of those three clubs next year.
“We can’t be too disappointed with our season. All we can do is keep going in the right direction.
“If we can put a run together now then hopefully that can take us into next season and we can put a challenge up next year."
