Real Madrid is a big team, so it's natural to expect a coach who can deliver success quickly, but it won't be easy for Xabi Alonso.
I think Madrid is a unique case tbh. You need to win things asap because the fans and boards are not happy if you fail, whatever the reason is. I think that's why Ancelotti is loved. I think other big clubs have some leeway (1-2 seasons) for a new manager to fix things and rebuild the squad unless they're doing extremely stupid things like playing GK upfront or something similar. Well, hopefully things change with Alonso (although that seems unlikely).
Real Madrid will definitely change for good. Xabi Alonso will not want us to stay in Real Madrid to make things worse; rather, he will work on every single mistake or error to get better so that he will be able to do what is expected from him. As you said, if there is no winning, management and fans will not be happy, which is right, so Xabi Alonso will do his best to see that everything goes well with Real Madrid. I can see that he is already making changes to make things go well, so we should be expecting good results.