The two-time defending champions in Germany earned a 2-1 win at home to Wolfsburg on their opening matchday, but were fortunate to escape with all three points.
Junior Malanda missed an open goal at the Allianz Arena that would have equalised for the visitors, however Bayern held on courtesy of goals to Thomas Muller and Arjen Robben.
Defender Alaba conceded he and his team-mates were lucky, and said it might take time for Pep Guardiola's men to build momentum - ahead of their trip to Schalke on Saturday.
"We just need a bit to gain our top form. At this moment I can't say when this is going to happen," Alaba said.
"Our goal was to get these three points [against Wolfsburg]. The match wasn't easy, everyone could see it but we're on the way.
On their upcoming opponents, Alaba said: "It's an interesting situation but Schalke has a good team with good individuals.
"It's never easy at Schalke but we want to win there too, prepare well this week to be successful."
Forward Muller said Schalke's first-up loss to Hannover was no indication of their capabilities.
"At Schalke there is always a hot atmosphere and an interesting game," Muller said.
"I am confident but I don't think Schalke's bad start means anything to that particular match."
Muller insisted Bayern feared no-one, as they continue their bid for a third straight domestic crown - a feat they achieved between 1998 and 2001.
"It does not matter who our opponent is. We have to show our strengths and just play our game. Then it will be difficult for every opponent," he said.
"That is our task. I do not care about our upcoming opponents in the Bundesliga. We analyse our opponents and I just want to win the game."
