Train Tix

First class is called "preferente". I've not seen it described as "premier", but that might be an online translation "feature".

Have a look at this guide which includes a step-by-step for buying from Renfe (about half way down), including registering, the pop-up and printing at home.

https://www.seat61.com/Spain-trains.htm

Some people find Renfe fails at the paying hurdle if they have foreign cards.

Coach from NC - You will receive a print-at-home e-ticket which is attached as a PDF file in your confirmation email. You must either: Print it yourself on a letter sized paper or print it from a Renfe ticket machine at a station, no later than 15 minutes before departure.

Have euros with you when you take taxi to Atocha. It's good to always carry a small amount of cash on you on foreign soil.

Security on Spanish trains is a bit higher than other trains in Europe. Platforms do not open until about 30 minutes prior to boarding. You must have a ticket to be on the platform and you will go through a light security check prior to the platform-- much like the early days of US airport screening. Fairly quick and routine. I have rarely found first class to be worth the price difference but that is personal preference.

We just travelled through Atocha on an AVE train to Granada in November. Here is my experience.

I bought advance tickets directly from Renfe. I received an email with pdf of the tickets, which I printed at home and kept in a plastic sleeve. I also had the electronic tickets saved to my phone, just in case.

We took a taxi from Puerta del Sol to the station and paid cash. I would have Euros for the taxi. If you are arriving at the airport, just stop at the atm and get cash.

We arrived about an hour before train departure time. When we entered the station, from the taxi drop off area, we were one level higher than the gardens. There were signs saying which level to go to for which trains. If in doubt, ask. There were workers available to help. I believe we had to go up one level. At this point, we went through security. There were several lines, and they moved fast. You put your bag through a scanner, just like at the airport. You don’t have to take off jackets or shoes. You do have to show your ticket.

I do want to mention that there I noticed another entrance and security checkpoint to the AVE level at the far left side of the platform where the gates are. So there is a second entrance that probably does not come from the gardens.

Once you go through security, there is limited seating. There are a couple bars, several shops, places to buy food and restrooms (immediately to the left as you go through security). If you have a long layover, I would wait in the gardens, then proceed to security about 45 minutes before departure. Boarding started about 30 minutes before departure time. They have signs that show what gate your train boards at, but I don’t recall hearing any announcements. We just noticed a line forming at our gate and joined it. I don’t know if there’s any priority boarding for first class.

Your ticket gets scanned at the gate, then you go down the escalator to the track. We had regular tickets, so we just looked for the number on the car, then found our seat.

Thank you all for this great info! I will register at Renfe site as suggested and plan on buying AVE tix to Valencia in advance. I've looked at the schedule and wonder how close to my departure (arrive Madrid Feb 1) I should wait to buy the tickets. I'm thinking schedules might change? Or are they pretty reliable and set?

I think schedules for the same day of the week are probably quite stable unless you toss a holiday into the mix. The longer you wait, the less likely you are to be able to snag a low-cost ticket. Preferente-class tickets can go at least as high as 97.35 euros, but I see some February 1 tickets available right now for 36.15 euros.

If you're traveling to Valencia on the day you land in Spain, there is obviously some schedule risk. I wouldn't worry about a change in the train schedule; your ticket would be good for a substitute train if yours was canceled. My concern would be a change in your flight schedule, which could leave you holding two(?) worthless train tickets. But at least they would be (if bought today) worthless 36.15-euro tickets.