Navas paid tribute to manager Manuel Pellegrini for integrating City's summer signings and helping forge a mentality he believes will make them leading contenders for honours this season.
"We played a serious game against Bayern and had several chances to win the game," he said. "What is important for us is to get strong and be ready to start the season very well.
"We had so many chances to score, which was important, but also we showed character. I'm very happy and comfortable in this group. It's a very strong team, and we have to work hard in order to be competitive this season.
"I've spoken to Pellegrini, and little by little, each of us will know more and more about what we have to do. He's a very intelligent coach and is looking to get the best out of each one of us.
"I feel very well at City. Since the first moment, the people have treated us very well. We all want to have a great season, and we will give our all for that.
"I dream of winning the Premier League, of course. We have to work hard in every aspect of our game to do that and also to do very well in the Champions League, too. That will be the aim."