My first experience with the Madrid train station in 1999.
I arrived early. There was no one at the center information desk. Using my phrase book, I finally was able to get a train schedule for Toledo. The schedule was in English, but it took me a few minutes to study it and decide what train to take. Then I made my biggest mistake. Right next to where I was sitting there was a row of ticket windows. You took a number and waited to purchase your ticket. Unfortunately, after a long wait I discovered I was not at the right ticket counter--wrong company, wrong direction (Note: These windows are closed now.) Two hours had gone by and now I worried I might get into Toledo too late to find a hotel.
I am certain many people arrive at the train station and have no problem at all. I just happened to turn in the wrong direction and made the wrong assumptions every step of the way. With the current layout of the Madrid train station I don't think anyone will encounter similar problems today.
Make certain to read: What you need to know about the Spain train system
Below an example of a train schedule in Spanish.