It will be pretty important to finish first though, in order to get a higher chance of getting to the QF. And Atletico won't throw away many points against these opponents, so we have to be on our toes in every match...
true, finishing first is always best
but there are way too many unknowns at this point, so not sure one can plan that far ahead just now. Juve's priority has to be to get out of the group and to do so, you have to earn the points you are supposed to get out of Olymp and Malmo as opposed to rely on those two eliminating each other - anything less than 9 pts out of those 4 games could put you in trouble.
As you said, you can't underestimate anyone, this is the CL after all. I think you will be fine with Allegri in that regard - he tends to get the "easy" points, which would pretty much guarantee you making it out of this group. On one hand. your ceiling is likely lower with him (as opposed to with Conte) but on the other, your floor may well be higher.
In groups like this one, with two clear favs to make it thru, it's important how the 3rd and 4th team stack up against one another. If Olymp and Malmo end up drawing in both of their games, then Juve should be thru without much ado. If, however, one of those team wins both games (say Olymp), then they could well push Juve to the brink.