The 17-year-old Danish midfielder became the youngest player in the German club's history to appear in the Bundesliga when he came on as a substitute in the 71st minute against Nuremberg on Saturday.
"It's incredible! It's been my dream ever since I was little," he told Bundesliga.com. "I had to pinch myself, but it's real. When I came on I needed one or two minutes, maybe even five, until I got into the game.
"I almost peed myself, but I think any 17-year-old would probably be the same. It was a fantastic experience. I'm staying calm and taking things one step at a time. It's important to keep your feet on the ground and not rush things. The next stage will come when I'm ready for it.
"The coach (Jupp Heynckes) and his staff thought I was ready for my debut and we'll wait and see what the next step is and when. I work hard, but the most important thing is always to keep your feet on the ground."
Bayern won the match 4-0.