Why do I have to feel that Dortmund are going to do what they did to PSG, by scoring a leading goal then go back to defend their goal, but we can't tell how fortunate they might be if at any possibility it favors them to score first but hope they know Madrid strikers are no play even if we have to compare them with PSG strikers that were unable to secure even a single goal in the semi finals.
The final have every reason to be an intense game. Real Madrid with their experience and quality won't have an easy game, they will need to fight for the trophy. Dortmund have quality to make Real Madrid suffering under tremendous attacks. Their cohesive display can make Madrid's defense to feel disruptive chaos that can lead to the defenders making mistakes.
Any side that concedes first will feel the hell of the game. It won't be easy to be under pressure of needing to score in this stake of the game. Each team will have a prepared tactics to defend a lead in case they score first, both team have practice this in the semi-finals. Anyway, the status of Real Madrid being the favorite and Dortmund being underdog won't have any meaning after the starting kick off, both team will have the same chance to win.