My husband and I will be arriving in Spain right before Holy Week on Saturday, March 19th. Our plane is scheduled to land at Barajas airport at 12:20 pm. We will be taking the train directly to Cordoba. We keep going back and forth about purchasing our train tickets ahead of time. I know that the consensus seems to be to wait and purchase the tickets after you arrive. We would like to hear your opinions of how likely is it that tickets to Cordoba will sell out and we will have an extended wait at Atocha.
'I know that the consensus seems to be to wait and purchase the tickets after you arrive.' - Why? The only reason I can think of is the flight may be late, is that it?
No one can possibly foresee how many could want to travel on any particularly journey, unless they have a crystal ball which works. If you want peace of mind and possibly a discount on the journey you purchase in advance.
Some trains could sell out, or sell out in the cheaper class, but there are one or two trains per hour from which to choose, so I don't guess you'd have to wait too long if you bought a full-fare ticket on the spot. On the other hand, if you buy tickets now, either add in a good cushion of time in case your flight is late, or be prepared to lose the price of those tickets if you miss the train. Looking at current availability at http://www.renfe.com/EN/viajeros/index.html, all afternoon departures have second-class tickets available, most at full fare of 62 euros per person, only a few with a 20 euro discount still available.
I wouldn't worry so much about selling out so much as getting a good discount. Tickets purchased before hand are much cheaper than waiting, and therefore worth navigating the sometimes-confusing RENFE site. Although if you understand Spanish, the site really isn't that bad. Just be sure to pay with your PayPal account, as out-of-country credit cards are not accepted.