Bale moved to the Spanish capital from Tottenham for a world record £85million 12 months ago before scoring in the Champions League final win over city rivals Atletico as well as the winning strike in the Copa Del Rey final defeat of Barcelona.
The Welshman has returned home to play in Tuesday's Super Cup final against La Liga rivals Sevilla at Cardiff City Stadium.
Bale told Sky Sports News: "It's a lot easier having a pre-season under your belt instead of waiting at home for a transfer to go through.
"I feel in much better shape this season, I feel I can start at a better tempo and performance so, yeah, I'm looking forward to the season ahead.
"I feel in great shape. I don't feel the pressure of being back home, it's obviously a big match that we want to win and a trophy we want to win but it's another game where I have to put 110% in to try and perform my best.
"It's nice not being new. For us every season we want to win every trophy we're in for, no matter what team we're playing, no matter what trophy we're playing for, we want to win everything.
"We'll be trying to win the league, the Champions League this season."
Manager Carlo Ancelotti believes Bale will have an even greater impact for Madrid this season after a debut campaign where he scored 22 goals in 40 appearances.
"Gareth had a fantastic season last year without pre-season and to be in condition took time," Ancelotti said.
"This season is different, he knows the atmosphere, his team-mates and club and I'm sure he will be better this season.
"He is in perfect condition physically and mentally and I'm sure will do better.
"He is one of the best players in the world, he is happy here and plays to help the team win titles."
Watch Real Madrid v Sevilla live on Sky Sports new home of European football - Sky Sports 5HD - tonight at 7.45pm