Talbot signed a one-year, $950,000 contract on Sept. 14 after playing the past two seasons with the Detroit Red Wings.
Damon Severson had a goal and an assist in his season debut, Mathieu Olivier also scored, and Cole Sillinger had two assists for the Blue Jackets (2-1-0).
Kent Johnson scored the lone goal in the shootout for Columbus.
Evgeni Malkin and Bryan Rust scored for the Penguins (2-2-1), who have lost three straight (0-2-1).
Sergei Murashov made 44 saves, including 23 in the second period.
Severson put the Blue Jackets up 1-0 at 10:52 of the first period with a one-timer from the left face-off circle off a cross-ice pass by Zach Werenski. Severson missed the first two games of the season while recovering from shoulder surgery on April 2.
Olivier increased the lead to 2-0 at 11:40 of the second period with a shot from the right circle that went off Murashov’s skate at the right post.
Rust cut the deficit to 2-1 at 14:30 with a strong move to the net around Severson before tucking the puck around Talbot's left pad.
Columbus outshot Pittsburgh 24-7 in the second.
Malkin tied it 2-2 at 3:19 of the third period. Erik Karlsson's slap shot deflected off the stick of Olivier and hit off Malkin as it fluttered through traffic before going into the net.