The Spaniard can lead Manchester City to their first European Cup after guiding the club to what will be their first ever final appearance.
Guardiola said: "Everyone wants to win but to win you have to play. Sometimes you want to play one way but the opponent in the final dictates another way and you have to adapt to circumstances.
"Some players go out and have more pressure, more tension. Better players can struggle but you have to handle this.
"I'm sure we will have to suffer to win the final. It'd be nice to go out and enjoy but sometimes it is not possible.
"Most times in finals you have to suffer. You have to be resilient and adjust to the bad moments in the game."
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Dropping players and contract extension
With only 11 names able to make the starting line-up, Guardiola was asked how it feels to inform other members of the squad that they will not be part of that eleven.
"It's (an) absolutely disaster. I advise you don't be a manager in your life.
"I don't have any nice words to (give) relief to (those) guys but my advice is stay with the team as there are five or six substitutions and everybody will have a part.
"I feel incredibly sorry for those that don't play because they all deserve it but it is what it is. I have to be honest. The selection I do is to win the game, no alternative."
Another point raised in the press conference was Guardiola's decision to extend his contract with Manchester City - keeping him at the Etihad longer than in any of his previous jobs.
"The club gives the manager everything he needs.
"When we lose, they don't tell me that I'm responsible. We look to find a solution.
"I know as a manager that if we don't win, they are going to fire me, but this is the way we work here and this is why I extended the contract. I feel incredibly comfortable."