It is a special place, and it will be full of Real Madrid fans screaming their side on, so it is vital Manchester City handle the occasion as much as the opposition on Wednesday.
I know only too well what can go wrong for them in their Champions League semi-final second leg, because I was part of a Tottenham team that lost 4-0 there in the quarter-finals in 2011.
But I believe City's players when they say they are confident, and they are right to be.
The atmosphere will be intense and intimidating, and City also have to face a Real side containing some of the best players in the world, but they have the experience and the ability to handle all of that.
The likes of goalkeeper Joe Hart and captain Vincent Kompany were not just pretending when they were very positive about City's chances after the first leg finished 0-0.
I was the same when I faced the media before our game against Real.
I was not unaware of the size of the task we faced, but what I said was in response to the media trying to paint a picture of fear with their questions about the tie.
They were very much along the lines of, 'Are you lot ready for this?' and, 'Are you nervous?'
Like Hart, my reaction was, 'No, I am not afraid. I am looking forward to it.' I had been watching big Champions League games for years and now I was about to play in one myself.
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I don't think anyone expected us to win but we genuinely were not afraid because we had been to the San Siro twice already that year as part of our amazing run to the last eight and, in Gareth Bale, we had a kid who had been ripping Europe apart.
For different reasons, City will also have a lot of optimism going into the tie.
This is their first semi-final but they have got a lot more Champions League experience than that Tottenham team, including two trips to the Nou Camp in the past two seasons.
The more times you are in those situations, the more you learn about how to deal with them.
Four of the City team likely to start on Wednesday - Hart, Kompany, Gael Clichy and Yaya Toure, came within minutes of beating Real at the Bernabeu in 2012 when they led twice but lost to an injury-time Cristiano Ronaldo goal.
And in Sergio Aguero and Jesus Navas they have players who went there many times in La Liga when they played for Atletico Madrid and Sevilla.
They will be ready for the Bernabeu, and they certainly will not be scared.
City boss Manuel Pellegrini was spot on before the first leg when he said his players could not afford to lose their heads, and remembering that will be crucial for them on Wednesday.
We conceded early against Real, but it was a far bigger blow to our chances when Peter Crouch was sent off after being booked twice in the first 14 minutes, because our game plan went out of the window.
Part of the problem is you get so pumped up for these matches and it is hard to contain that emotion.
I only found out I was playing less than five minutes before kick-off because Aaron Lennon was unwell but I just remember walking out of the tunnel being more excited than anything else.
City players also have to remember that officials will feel the pressure of the Bernabeu crowd as much as the players, and a lot of decisions are more likely to go Real's way.
There is a difference in mentality too, because Spanish teams look at an opposition red card as a way of changing the course of the game to gain advantage.
It is a viable way of winning for them and they will do it again on Wednesday if they can, so City will have to be super clever to avoid that situation this time.
If you look at games between English and Spanish sides in the Champions League over the past 10 seasons, it is the English teams who have had far more players sent off - 11 red cards, compared to six.
No team - Spanish or English - has won any of those 16 games after going down to 10 men, and I don't think that would change if it happened to City this time.
When it happened to Spurs at the Bernabeu, it turned into the hardest and weirdest game I have ever played in, because we just never got the ball.
I was over on the right of a midfield diamond and Cristiano Ronaldo and Marcelo were running at me and Spurs right-back Vedran Corluka, although sometimes they just overloaded us with three or four players.
It was relentless - wave after wave of attacks from all angles, and in an electric atmosphere too because the crowd were in a frenzy.
Corluka and I just looked at each other at one point, because we did not know what to do. You looked round for help but everyone else was exhausted too.
If City can keep any kind of control in the game, they can take the positive effects of playing in the Bernabeu away from Real and use it against them.
The longer it stays 0-0, the better it is for City and their first aim should be to keep the home crowd quiet, then get them on the Real players' backs.
Real were sitting deep for most of the first leg but they cannot do that at home because they will get absolutely slaughtered by their supporters.
They have to attack and try to win the game and that will leave massive spaces for Kevin de Bruyne and Aguero to do what they did in the quarter-final, when City really exploited Paris St-Germain's expansive style and drew 2-2 in Paris.
The tie is in the balance at 0-0 after the first leg but City will be happier with that result because away goals are so important, and playing away from the Etihad seems to suit them a lot better in European competition anyhow.
They are capable of scoring as well as shutting Real out and I think they have the players to go there and win the game.
Jermaine Jenas was speaking to BBC Sport's Chris Bevan
It is very hard not to be overawed when you step out on to the pitch at the Bernabeu for the first time and look around you - the stadium just keeps going up and up for what feels like forever.