Though the Blues’ boss accepts the trip to the Bernabeu is one of the toughest possible fixtures in European competition, he knows City are more than capable of leaving the La Liga champions with a three precious points.
“It’s better to start with a victory,” said Mancini. “Last year we lost in Munich, but I remember that game and for 30 minutes we played very well before conceding two goals in 10 minutes.
“It is important we learn for our experience but we know that it will be difficult in Madrid.”
City dipped out of the group stage last season despite accumulating ten points – usually more than enough to progress to the knock-out stages.
Mancini believes the defeats in Munich and Napoli cannot be repeated if the Blues are to progress this time around.
“The Champions League is very difficult and sometimes it’s not enough to get the points that we got last year,” he said.
“We had10 points and I think that we did a good job. Maybe we made some mistakes because we didn’t go to the second stage, but while we know in the Premier League you have time to recover, the Champions League is different.
“Our first game in Madrid will be very important, not only for the result but for our mentality going forward. We have a very tough group again this year.
“Every draw was difficult last season, in the Champions League and Europa League. In the Champions League there are strong teams in every game.
“Maybe you can be lucky some time but it’s difficult for us, like it is for Madrid, Borussia and Ajax. It’s important to go through to the second stage and after February everything can happen.”