United are in Spain for the first-leg of their Champions League clash.
"I have to make sure I pick the right team in Madrid," he told the BBC's Football Focus.
"That's the biggest challenge. We know their obvious strengths. The atmosphere will be absolutely fantastic. They don't lose many games at the Bernabeu. I watch Real Madrid every week. I watched them (last) Saturday night when they played Granada. I thought (Cristiano) Ronaldo scored a great goal again, only it was for the other team!"