Yes Madrid dominated match but they could not create good goal chances. Without penalty they would face even more frustrating goalless draw as you said. This demonstrates typical difficulty at best teams to crack defensive opponent. You are also correct that single game does not give whole picture and therefore because of that true test for Real Madrid will be to determine whether or not they will be able to exhibit greater ability to create scoring opportunities in their future matches to convert their domination into goals.
Don't worry what Madrid experienced at the beginning of this season even though he only won narrowly but remember this was the beginning of the season not the end of the season. This is a normal thing and I often see in every season when a popular team suffered bad luck at the beginning of the season. New players who have just been recruited also need adaptation to work solidly with old players and unite the ministry. We must believe that Madrid has always been a very experienced team to have a star player who can be relied upon to compete in La Liga even though only the most important thin victory of 3 points.