You are right, Borussia Dortmund players should not allow the 14 UEFA Champions League trophy won by Real Madrid to scare them; they should believe that they will play against Real Madrid and even beat them in the UEFA Champions League finals. But if Borussia Dortmund players are afraid of Real Madrid and think they cannot beat them because they know how to win against their opponents in the UEFA Champions League, they will lose heavily to Real Madrid in the UEFA Champions League finals.
Why should a team that makes it to the Champions League final be afraid of its opponent? I don't think that will be on the minds of Dortmund players other than trying to look good and not letting Real Madrid freely control the ball in their defensive area which will put Dortmund in danger because their opponents have strikers who are good enough to finish every opportunity Real Madrid have.
Real Madrid is a tough opponent and favorite to win but that doesn't mean Dortmund will be easy to beat, especially with a landslide score, my prediction is that maybe there will only be a few goals scored with one of the teams not being able to score, but who will be the champion is still difficult to predict even though Real Madrid are very much favorites.
It would be very funny if Borussia Dortmund were afraid of Real Madrid, and if only they really had that pessimistic feeling, then that would only be the beginning of their nightmare. Whoever team makes it to the final, will definitely have the ambition to win the trophy because it is only one step away. No exception with Borussia Dortmund, even though they are aware that Real Madrid has a level and power above them but they were certainly ready for the final match because playing in the Champions League final is not an opportunity that they can easily get at another time.
It is very natural for Borussia Dortmund to have feelings like that because any club that faces Real Madrid will definitely experience a lot of pressure, including Borussia Dortmund, they will also feel this way, because Real Madrid has quite a big strength in the UCL, even big clubs Bayern Munich and Manchester United. City alone was able to be eliminated by Madrid this season so Borussia Dortmund feels pessimistic but they still can't just give up because the possibility of winning can still be achieved if Borussia Dortmund tries harder and their mentality doesn't shrink when facing Madrid.
Since Real Madrid beat Manchester City, the Real Madrid players have become more enthusiastic and of course their confidence in winning the Champions League title has increased.
After successfully eliminating Manchester City, Bayern Munich became the next victim to be eliminated by Real Madrid and until that match, Dortmund did look proud to be able to qualify for the final round but was very depressed if they had to face Real Madrid who had better players than Dortmund.
There is still hope for Dortmund and what I said above does not mean that I doubt Dortmund because if they want to win the UCL title, Dortmund must be able to hold a draw until the match is finished and entering the penalty round which will change everything could be a big surprise.
The best result that Dortmund can get is just to end in a draw.