Having befriended a very hip, European-based, Kiwi businessman (he came to our attention while having the suitcase of an impatient lander dropped on his head from the overhead lockers as the 'plane was touching down) and shared a cab with him, we arrived at the Carlos V Hotel very late, and were grumped at by the night clerk. Our room smelled of strange soap, but we expected everything to be different, anyway; and such insouciance, added to jetlag, meant that everything was cool !
Outside, the nice gardens gave the lie to the bloody artwork within; but there weren't a lot of things to sit on, and we grew a little jaded, standing about admiringly ...
Early impressions of this city; caffe con leche very drinkable once we got used to the milk's almost "off" flavour -- and we did get used to it, quite quickly. Cerveza that CS would order and zumo de naranja for me. The beer was light and the orange juice divine -- a little bit tart. An American tourist family's pater familias loud and extremely ungracious; "This butter is SORE !" ... The Puerta del Sol and the Plaza Mayor quite wonderful -- unforgettable. The little Temple of Debo, given Spain by Egypt in gratitude for Spain's help in moving the temple of Carnac when dam flooding happened ... We don't know what the other helpers got, but this gift is a ripper !
Next morning, we Went Out into Madrid -- mind-blowing place, Madrid ... EVERYONE smokes, but it's nowhere near as offensive as it is in Oz, because the tobacco is quite different. Also, parking is an art best learned when drunk ... basically, it's done by stopping where you want to be, alighting and walking away without looking back !    :-)   

Madrid, we discovered, was *totally different* from everything we knew -- but now we know it is also *totally European*.
We did find food difficult in Madrid. We knew no-one who could have advised us about good restaurants there, so we had to wing it. That often didn't work; so we ended up virutally existing on the Spanish equivalent of Italy's panini, known locally as a bocadillo -- there could be no anxieties *there* ! All the luridly-coloured photographs of dishes apparently identically available everywhere were neither enticing nor accurate; and the preponderance of EGGS and MEAT was exhausting.
We visited the Prado, inter alia. It is a wonderful art-gallery, full of well-known and great works by many famous masters. But it's also a repository for some *very* gruesome religious art.  The Spanish are not a light-hearted people, if this their major gallery is to be used as an indicator ...