The Spanish powerhouse were beaten 4-1 in the first leg at the Signal Iduna Park but the former Germany international believes that they can turn things around in the return if they can score an early goal.
"Tactics won't play a huge part in the outcome of the tie but the first 15 minutes will be extremely important. Madrid must attack from the first minute and play with intent," he was quoted as saying by Marca.
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"It will be difficult but nothing is impossible."
Illgner represented Real Madrid between 1996 and 2001.