He has already visited the Spanish capital in December to get a feel for the city and his new team.
"I went to the stadium and saw everything," Rodrygo said in an interview with Canal de Sola of Esporte Interativo.
"When I went to the dressing room the players were leaving, but they already knew me, which was a surprise.
"I was in an elevator with [Luka] Modric and [Karim] Benzema and when we greeted them, they knew me.
"I play with them in video games and suddenly they're here and they know me."