Looking back at how Real Madrid has played against RB Leipzig, it was much closer than I thought it would be. This issue of underestimating the opponent is not a problem that Madrid has, but Dortmund is still different because Madrid doesn't yet know how Dortmund will get into the game from the beginning. I think Dortmund might try to push pretty hard early on.
After going through many matches, Dortmund already shown their strength and weakness so at the final match, they are no longer an underdog with many unknown things about their coach, players and tactics. The information collected through the Dortmund adventure so far will be very helpful for Real Madrid and their preparation for the final match.
I believe at an important final match like Champions League, Real Madrid will not underestimate their opponent because with their experience, they know that mistakes in a final match will be very costly and hardly to cover and come back.
Dortmund will need to play very calmly and focus on their defense, patiently wait for chances to knock Real Madrid down. With any consideration between two teams, Dortmund is always weaker and they will need very proper approach for the final.