Alonso is a very intelligent guy, he was a fantastic footballer too so my early thoughts are that he will do well at Real Madrid.
The thing is though, Real do not accept failure. He needs to start well or the pressure will seriously on.
Clear demands have been waiting for Xabi in front of his eyes since he officially went to Madrid. Everyone expectations were really directed at him, because the change of coach from Ancelotti to Xabi was not just a change of coach but a starting point where Real Madrid wanted to follow the development of modern era football.