In the Champions League there will always be pressure for any team so that it is a very real challenge for coaches and also for their players so it is very much expected for every coach to be able to provide more appropriate tactics when facing certain teams in the Champions League. I also assume that Arsenal will get fiercer resistance from Real Madrid because the mentality of Real Madrid players has indeed been formed to perform well in the Champions League by following the instructions of their own coach.
Very few people might favor Arsenal in the first leg because mentally, experience and quality of the coach are much more convincing Real Madrid. The match will look much fiercer and Arteta himself must be able to create a precise strategy to dampen attacks from Real Madrid and usually Ancelloti will allow the opponent to control possession of the ball and they will counterattack in creating opportunities to score goals.
If it doesn't work that way then they will put Arsenal players under pressure so they will try to take advantage of the conditions. This is something that needs to be taken seriously because letting Arsenal follow Real Madrid's rhythm will make it easier for them to lose on many occasions.