The 24-year-old joined the Spanish giants last month from Manchester United for a record £80 million.
And he has already set his sights on winning major silverware this season.
He said: "Life is a challenge, and I’m a challenge man".
"You need sometimes a little bit of luck, but I believe we have a good team, a good coach. Why not? We have to be thinking like that to win."
Ronaldo is part of the new Madrid Galacticos, which include Kaka, Karim Benzema and Raul Albiol.
But the player has dismissed reports that there was already friction amongst the star players.
He said: "The new players have to show they have been brought in for a reason. We have to win the league."
Ronaldo in training
He added: "All of us have to concentrate together to win championships,
"I’m the same as all the others, and together I think we can achieve that."
Ronaldo’s first match with Madrid is likely to be on Monday when the team plays a friendly against Shamrock Rovers.
Invalid email
We use your sign-up to provide content in ways you've consented to and to improve our understanding of you. This may include adverts from us and 3rd parties based on our understanding. You can unsubscribe at any time. Read our Privacy Policy