Football is a simple game with a simple objective: score more goals than the other team. You can't win if you don't score, but you can't lose if you don't concede. Scoring more goals increases your chance of winning, as does preventing more goals against.
Chelsea lead the Premier League in shots with 79 through four matches; that's not where the problem lies. The problem lies at the other end (especially with Liverpool in town, who are second in shots with 72).
"We played some good stuff. We scored goals. But also conceded them. [...] We have always conceded one or two goals, which is a shame."
"It's up to us to work harder defensively, to be more solid, and to score more goals to put on more of a show and win matches."
-Eden Hazard; source: Mirror
Chelsea have managed to keep just one clean sheet in five games in all competitions this season — a situation not altogether that different from last season's troubles. That said, the underlying shot-metrics are not horrendous, with only 25 shots allowed, only 7 of which were on target (8 more blocked; the rest off-target). Conceding 4 goals from 7 shots is probably not long-term rate that we need to worry about.
The obvious caveat however is that so far, Chelsea have not faced top class opposition. Sure, there are no "easy games" in the Premier League, but the likes of West Ham or Swansea or Watford or Burnley are nowhere near the level of a Liverpool or an Arsenal or any of the two Manchesters. The real test begins now.