I didn't expect we would win, but analyzing Madrid's game this season, I never gave up hoping, so I watched the game hoping we would exploit their weaknesses and snatch a win.
All I can say, while having a sloppy defense and an unconvincing midfield, neither Madrid have looked convincing at any moment this season, maybe the match in Munich was their best moment(specifically 2nd half). Look how many games they have won or managed to snatch a draw despite being shit, including games such as Legia away or Las Palmas home or even wins with Sporting, Depor or Betis @ home plus referees helping them in various matches, such as Villarreal away, Bayern 2nd leg, are just examples I like to give to underline the fact much of their success this season was either on the limit or it was literally pure luck, and they're overrated, they're much weaker than any time in the past 3 seasons with Ancelotti+Zidane.
As for us, we know our position, we are sloppy in defense, our midfield looks terrible, we missed our best player from the last Champions League encounters and we didn't even have a viable replacement (as Paco is anything but a Left Winger). So we played more like 4-1-2-1-2 with Paco-Suarez as strikers and Messi the position of transition between the midfield and them. This meant, generally more pressure on Madrid's central defenders, something that should've been exploited more by the team playing against.
Messi is a fighter and even at moments he seems off, glad we overcame all of our problems to fight this match till the end, cause the whole team was keen on winning it, my biggest fear was that they were not believing they could pull off a win last night.