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We have seen many times in the past that underdog teams have surprised everyone by winning the Champions League. No one can predict that Dortmund will qualify for the Champions League final this season. Dortmund were never favorites for the Champions League. Even then, the team managed to qualify for the finals.
Real Madrid is an experienced team, and coach Ancelotti is also very experienced. Ancelotti will certainly not underestimate the Dortmund team. Ancelotti is well aware that Madrid have a high chance of defeat if they take Dortmund lightly. So there is no doubt that Madrid will play to win. If Madrid can find the weaknesses in Dortmund's defense then I'd say Madrid will win this year's Champions League title as well.
Losing and winning in one match is normal for all teams, but when the favorite team loses in one match then many users will be surprised by it. Real Madrid was not expected to lose in the final at all, so everyone would be surprised if Dortmund could beat Madrid.
I'm not a Dortmund fan and I'm not a Real Madrid fan either. I still think that Real Madrid are the favorites because of the depth of the squad and their performance this season, but Real Madrid can still lose because of their own mistakes and also because Dortmund are playing well. Both teams have the potential to lose or win, but Real Madrid's victory is much more realistic to expect than Dortmund's. I hope you agree with this one, no debate.