The German league is back after a four-week rest with Bayern three points clear of nearest rivals RB Leipzig, who briefly kept the Bavarians off top spot for three weeks until early December.
Bayern defeated 10-man Leipzig 3-0 in Munich when the sides met just before Christmas, but now Robben wants another display of strength at Freiburg's Schwarzwald Stadion, a notoriously hard place to get a win.
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Mid-table Freiburg are unbeaten in their last four league games and have won five of their seven home matches this season.
"The anticipation is big. We simply want to win our first game and set a marker," said Robben. "We want to get straight into our rhythm and I believe we have improved, but talk is cheap and we have to prove ourselves."
Robben turns 33 on Monday and, having signed a year's extension until June 2018, says he wants to enjoy his last 18 months at Bayern before deciding his future.
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Having been beaten by Bayern, second-placed Leipzig need to get back to winning ways on Saturday at home to fourth-placed Eintracht Frankfurt, one of the surprise packages this season.
Eintracht only kept their Bundesliga status last season by winning a promotion/relegation play-off.
But Niko Kovac's side has been on fire this season with midfielder Marco Fabian scoring three goals and providing four assists in recent months.
Their defence has only conceded 12 goals — the second-best record in the league behind Bayern.
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Robben is full of praise for Leipzig's young squad, whose average age is just over 24, who have won 11 of their 16 games so far in their debut Bundesliga season under coach Ralph Hasenhuettl.
"The quality is there, they are a young, fresh squad with a great coach and they can make life hard for us," said Robben.
Sixth-placed Borussia Dortmund are at Werder Bremen on Saturday with top scorer Pierre-Emerick Aubameyang on Africa Cup of Nations.
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