Having sustained a back injury in a quarter-final win over Colombia, Neymar sat out his side's last-four clash with Germany and had to watch on as his team-mates were routed 7-1.
A 3-0 thrashing at the hands of Netherlands followed in the third/fourth place play-off, as Brazil's World Cup dream ended in tatters.
Their demise signalled the end of Luiz Felipe Scolari's reign as coach, with Dunga now in charge for a second time, and Neymar believes it will take time for the squad to become accustomed to a change in leadership.
"It's hard to change everyhing as we have only had one week of training and one game together so far," said Neymar, who scored a late winner in a 1-0 friendly win over Colombia on Friday.
"We're adapting ourselves to the new coach. We listen to the things he asks us to do, and keep trying to improve our performances."
Neymar was named as Brazil's captain ahead of the Colombia fixture and believes he has matured as a player and person.
"A lot of things have changed for me in recent times. I have learnt a lot of things in the past three or four years," he added.
"I think I have grown up a lot and become a professional. I have been learning so much from other senior players in the national team and at my club sides. I feel I have changed a lot."
