The two giants meet this week for a place in the round of 16.
Savinho told AS: "We can't play in the play-offs, we should have gone to the last 16 in a more convincing way, but the same goes for them, with all the weight that wearing that shirt carries. Compared to the other teams, we have to be very careful with the Blancos.
"It's a dream. When I played for Atlético Mineiro I always watched the Manchester City-Real Madrid match on TV and now it's my turn to be here and experience this moment. There was no way out: either Bayern Munich or Madrid, two great teams, and we got Madrid."
Savinho added: "I spoke to Bernardo Silva and even to Real Madrid players when I was with them in the national team and they told me that sometimes, because of the strength of their club, even if they lose 2-0 or 3-0 the game is not over, they know that they can do what they did in the last Champions League campaign at any time: come back in the last five minutes of the game.
"So we have to stay focused and score goals when we have the chance, because that will also be very important. It's a lesson I learned in Girona: we played very, very well, but we didn't take our chances and, when they had one, they closed the game."