The 43-year-old believes his side will likely face a tough start to the forthcoming season, despite recording four wins from four in their pre-season fixtures
The Spaniard replaced Jupp Heynckes at the end of the season after he secured an historic treble of Bundesliga, DFB Pokal and Champions League titles last season, and has enjoyed an impressive pre-season campaign to date, notching four wins out of four.
However, Guardiola has challenged his new side to continue to work hard before the season begins on August 10.
"I know it is not going to be an easy start for us," the former Barcelona boss told reporters after Bayern's latest win over Brescia.
"But we have worked very well over the past two weeks that we've spent together. No-one got injured, almost every player had time to play.
"Of course we still make mistakes, that's normal. But we go step by step."
Winger Franck Ribery, meanwhile, has been left greatly enthused by the start Bayern have made under Guardiola.
The France international added: "Of course it is a strange to have a new coach. Things are very different and new.
"But this manager has brought in new ideas and we have got the squad to put his tactics into use. Now we have to practise and talk a lot. It's simple."