The Blues have been regular visitors to the Spanish capital over the past few years, experiencing several highs and a few painful lows.
With so many of his squad new to this fixture, the City boss believes the Bernabeu is the perfect place shine – as many of his former players have done in the past.
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“We were in a group stage, it’s different if you play last 16 or quarter-finals or semi-finals,” said Pep.
“Last season we arrive with all the problems, but all the other games have been tight and good games.
“We have important players that have their first time here in Bernabeu.
“The biggest players that make a legacy for a decade - Kevin De Bruyne, Walker, Gundogan, Stones - are not here. Many are new, they want to experience that.
“They want to know they have done it and can do it again. It’s a good place to prove yourself and how you are as a team.”
The Blues arrive in Spain with Real Madrid currently in second place in La Liga.
Sunday evening’s 2-0 home defeat to Celta Vigo has led to speculation in the Spanish press over the future of Los Blancos boss Xabi Alonso – speculation Guardiola dismisses.
“Their opinion, I don’t agree but their opinion,” he said.
Asked if he has sympathy for the player he managed at Bayern Munich, the boss added: “Of course I have sympathy because we were together for two years and it was an incredible experience being with him.
“Not just as manager; we share families as well. Barcelona and Real Madrid are the toughest clubs to be manager of because of the environment.
“It’s a difficult place but he knows it - it’s the reality of being here. Many players are injured like with us last season, but he is capable of doing what is required of that position being manager of Real Madrid.
“Everywhere today you have to win otherwise you have a problem.
“In England, what happens in locker room always remains there but my experience in Spain, at Barca and Real Madrid everybody knows everything.”
Real Madrid v city app coverage
Our Official Man City app allows you to follow all of the action in one place.
Minute-by-minute text updates will begin in our Matchday Centre two hours before kick-off, while our Matchday Live show will begin at around 18:45 (UK).
Natalie Pike will be joined by Michael Brown and Steph Houghton in the studio as they offer their expert insight before, during and after the action.
During the game you can also listen to live audio commentary from Alistair Mann and Steve Howey, while our text commentary continues.
Make sure to have push notifications turned on, so you can be alerted to key moments in the action, including goals, red cards and the team news.
We’ll have a quick-hit 2-minute highlights package available from Midnight (UK) on Wednesday which is available globally from 19:00 (UK) on Thursday.
On CITY+ meanwhile, from Midnight (UK) on Wednesday and 19:00 (UK) Thursday there’ll be our popular full-match replay as well as our new extended highlights offering which features the best 20 minutes of action from the game.
