To add to Acraven's excellent reply:
The bus station in Granada is further out than the train station. From either one, there are buses to the center, or you can take a taxi. In Spain, taxis are reliable and not expensive, so I usually take them from the station to my hotel and back.
For Toledo to Seville, as Acraven says you will have to change in Madrid Atocha station. High speed AVE trains leave Atocha from two different levels. If your train from Toledo arrives at the same level as the one your train to Seville will leave from, just stay in the lounge (there's seating, food and drink for sale, etc). If you have to change levels, there is an elevator that connects the lounges, behind security. By using this elevator, you not only do not have to go through security again, you don't risk getting lost in the maze that is Atocha station. The elevator is outside the lounge next to the tracks, in the high number tracks area. If you don't see it, ask for it.
Due to this elevator, a 30 minute "connection" in Atocha works fine.
If you are looking at Renfe's website http://www.renfe.com/EN/viajeros/index.html , it may not show all the connections between Toledo and Seville if you look for these as one itinerary. When I went from Toledo to Barcelona, Renfe only showed two options all day, even though I knew there were many more. I found all of my options on the Bahn (German rail) website https://reiseauskunft.bahn.de//bin/query.exe/en, then booked the tickets separately (Toledo to Madrid and Madrid to Barcelona).
Buying train tickets in Spain can be an adventure. I was able to get Renfe's site to work, but only with this tutorial from TripAdvisor: https://www.tripadvisor.com/Travel-g187514-c80518/Madrid:Spain:Buying.Renfe.Tickets.Online.html And don't waste time trying to use your credit card; Paypal works well while credit cards don't. In the end, I realized it took me FIVE websites to book the tickets - Renfe, Bahn, Paypal, TripAdvisor, and Rick Steves (to learn about the others). But it did work.
If you don't want the hassle, others report that it is much easier now to use Trainline https://www.thetrainline.com/ or Loco2 https://loco2.com/
In Madrid, I stayed at Hostal Acapulco http://www.hostalacapulco.com/ (If it is in Spanish, click the British flag for English). Note that in Spain, an hostal is not a hostel; it's what in other places would be called a guesthouse or pension. The room was small but perfectly serviceable. The only catch is, while I made my reservation by email in English with no problems, at the hotel I had to use Spanish. If you want to be sure of English speaking desk staff, you will want to stay somewhere else. But you can't beat the price; in 2015, I paid €57 for a single, in the heart of Madrid!
In Toledo, I stayed at the Hotel Santa Isabel https://www.hotelsantaisabeltoledo.es/ (use Google Translate if you need English). This is a bit south of the major sights, but still a close walk to them. Here the staff spoke some English. There are great views from the roof. Again, it's a steal - €35 in 2015, for a single including breakfast!
My stays in Granada and Seville were in 2006. I stayed in places recommended by Rick, but don't remember details.