The Rossonero legend concedes they're unsure of what to expect.
Baresi said after last night's draw: "We are all curious to see how it will go, it's all new and different. We have to think game by game because every game will be important, as will the goals scored. We will have to be careful, the goal difference could be fundamental and therefore playing at the Bernabeu or not playing at the Bernabeu changes something.
"Milan must think about winning both in Italy and abroad. Then it's true that Milan has a culture, a philosophy based on playing important matches in Europe. But we must always do well. Having players with international calibre is obviously a pleasure.
"You have to think that you need to get as many points as possible because you never know how it can go. The general classification forces you to deal with everyone, so you will need to try to always do your best."
On the season start, Baresi admitted: "We didn't think we'd start this way... But Milan has quality, they have the players to recover. We mustn't underestimate anyone, every game has pitfalls, so spirit, attitude and availability must never be lacking. Now let's reset these first two games and start again to bring out our values and our qualities and the team must never forget that they have them."