Odegaard is on-loan at Arsenal to June.
On moving to Madrid in 2015, he told BT Sport: "It was a bit crazy at that time, to be honest. I didn't realise because I was so young.
"When you have Real Madrid behind your name, it's always going to be high expectations.
"To be honest, I think my expectations of myself have always been bigger than the expectations from the outside.
"For me, the hardest part is to please myself and not everyone else."