Reaching UEFA Champions league finals is already a huge achievement for Borussia Dortmund. This is the 3rd time they have reached the Championship finals and 2nd time in last 25 years. They are a great team but the luck also favored them as they had to meet the poorer team in comparison. They met PSV on round of 16 who were one of the weakest of the 16. They met Atletico Madrid on quaterfinals, Atletico Madrid and Dortmund were considered the weakest of the 8, They met PSG on semis, who is certainly considered weaker in comparison to Munich and Madrid. Many people even claimed Munich vs Madrid semi is the real finals. But the final consist of just one match which is much harder to predict than a two legged game.
Dortmund have impressive performed in Champion League for this season after success reaching the UEFA Champion League final round, its difficult for unfavorite team eliminating top teams such as Atletico Madrid and PSG before success qualifying to final stage. I remember last final Champion League reached by Dortmund on season 2012–13 with most star player from Ikay Gundogan, Matt Hummer, Marco Reus until Robert Lewandowski but failed for defeating Bayern Munich in the final round.
Its third final of Champion League reached by Dortmund but only one time success become the winner, its make motivate for winning their third final but not easy for beating Real Madrid have many star players and become more favorite team for winning the UEFA Champion League trophy.
The challenges that Dortmund will face in this final will not be easy, but mentally they are very optimistic about wanting to make changes. If Dortmund is really able to beat Real Madrid, this will have a big impact on its reputation next season. 60:40 It's still possible that Real Madrid has the advantage but Dortmund also has high hopes. After what Dortmund went through by beating ATM and PSG, it has really proven that they are ready to face Real Madrid.
Ancelotti also said that “We are not thinking about being favourites.