The England centre-back scored an own goal and was then sent off in his first league appearance for Real - the 3-1 victory at home to Athletic Bilbao last week - but for Woodgate the most important aspect was that he was back on the football pitch after 17 months on the sidelines because of a torn thigh muscle.
"It was good to get that one out the way," the 25-year-old centre-back said. "But my second game is going to be like a debut again because of the own goal and the sending off. What a debut, I still can't believe it. I don't feel sorry for myself, though, and I don't expect anyone else to feel sorry for me, either. I've always been brought up not to expect that, so I'll just get on with it myself."
For Woodgate, a return to the Champions' League will bring back memories of one of his most successful spells in football to date when he helped Leeds United to make it to the semi- finals of the competition in 2001. "Every player wants to play Champions' League football," he said. "To get the chance to play against the biggest teams in Europe was a major factor in my decision to join Real Madrid. I had a good run in the competition with Leeds and to get to the semi-finals was fantastic, but hopefully I can go that one step further with Real Madrid.
"I played against Real and Barcelona that year. We got beat 2-0 by Real [at the Bernabeu], Raul scored a goal but with his hand and I hit the post I think. He keeps reminding me about it every now and again."
Woodgate says that the prospect of reliving that experience with the nine-times champions Real was one of the things that kept him going during his 17 months on the sidelines.
"The years when I was at Newcastle we didn't play in the Champions' League, but when I used to watch the games, and the music started, it sent tingles down my neck. This year I am going to be involved in it again and that is an unbelievable feeling.
"It's an incredible tradition they have at this club with nine European titles. There is no one any better. Real are the biggest club in the world and hopefully we can reach the final again this year. It will be a magnificent achievement if we do that."
Real's coach, Wanderley Luxemburgo, says he is not looking that far ahead and is simply concentrating on tonight's game. "This game will be like a final for us," the Brazilian said. "It doesn't matter if we play well or badly, we just have to win."
Real got off to a dreadful start in their bid for a 10th European Cup when they slumped to a 3-0 defeat away to Olympique Lyon in their opening match two weeks ago and now bring up the rear in Group F.
But a 3-1 Primera Liga victory at home to Athletic Bilbao last Thursday and the win away to Alaves at the weekend have helped to ease the tension and Luxemburgo says that he is now looking to the fans to get behind the team.
"I've got confidence in this team and I know that we are on the up," Luxemburgo said. "We have made some important changes in terms of tactics and players. We are going better in the league and now we've got a vital game in the Champions' League.
"We have to approach it with a winning mentality and make sure we are on top form."
Opponents Olympiakos have got off to a flying start in the Greek championship, but also slumped to a home defeat in their opening Champions' League game, losing 3-1 to Norwegian side Rosenborg Trondheim.
But Luxemburgo said that there was no danger of his side underestimating their rivals and singled out former the Barcelona player Rivaldo as a major threat. "We certainly aren't overconfident," he said. "We want to play well, but at the same time we have a lot of respect for our opponents.
"He [Rivaldo] is a quality player who is capable of causing a lot of problems," Luxemburgo added. If you give him space at any time he can score or create danger."
The Real midfielder Zinedine Zidane says that he will be fit to play in France's World Cup qualifier against Switzerland on 8 October after being sidelined for three weeks with a groin injury. "I'm happy because barring a disaster I shall be able to play for France in Switzerland," the France captain said.
"I had a light training session [on Monday]. I ran, kicked the ball around and didn't feel any pain," Zidane said. "I shall have to play on Sunday at Mallorca and after this game and five or six days of training with France, I'm sure I'll be fit to play in Switzerland. I'll just have to be careful not to injure myself again."
Zidane strained his groin during France's 1-0 qualifying victory over Ireland on 7 September.Reuse content