We arrive in Madrid around 2:30 and are staying at Hostal Madrid Sol (on the map, it's in the Cortes and Centro area).
We have a train that leaves the next morning for Seville, as we are spending the majority of our time in Andalusia. We would love to get something close to our hotel, but also something that would give us a first taste of Spain (without being too stressful for our first day there).
We are also contemplating doing a Tapas tour with Devour Madrid, but unsure if it'll be too tiring on our first night there since we'll be jet lagged.