I agree with what you said, because psychologically the players will definitely be depressed in the first match, especially against a team that is above their level, but I actually think the opposite if Bretford players will play without any burden at all because 70% of the predictions favor Arsenal as winners, but we can see in other matches when the underdogs are able to win and this could have happened to Bretford in my opinion, after all during arsenal pre-season journey, I saw that arsenal had not found their best performance and it seems their new players haven't fully integrated with the technique and strategy of the game arsenal in Arteta coaching so far.
They can certainly make a sensation, but not immediately in the first match. I don't know how much you need to believe in your team to do this (players, coaches, etc.). In my opinion, there is only one option for winning: the arsenal will release its newcomers, and key players will sit on the bench. Arsenal will see how their newcomers play, find shortcomings if they lose, they let the players out harder. It's not scary to lose the first match, after it another 35 games