Rodri, who joined City for a club record £62m from Atletico Madrid last summer.
“We are going to suffer in some moments, but we have the mentality to get through,” said 24-year-old Spain international Rodri.
Manchester City finished second in the Premier League, While Real Madrid are the Champions League’s most successful side in history with 13 titles.
Manchester City manager Pep said it is “very difficult to analyse” opposite number Zinedine Zidane’s tactics.
“It’s difficult to know when you think you’ve one of his plans covered, he will hit you with another,” said Guardiola.
“We’ve watched all their games since lockdown, spoken of how we think they’ll approach it. We’ve talked of how we can hurt them and that’s what we have focused on in the build-up to this game.”
Eden Hazard is a doubt with an ankle injury, but Rodri said City “will be ready” if the Begium international plays.
“We are the team who want to play against best players,” he said.
“You don’t need me to tell you what a great player he is – one of the best in the world for many years, who can turn a game and influence a result. We are aware of the dangers he can bring.”