During late May- Is the train usually crowded on Sat or Sun? Should tickets be bought in advance? tourist class or preference class
Not sure if there are lots of people on the train at any given time. BUT, purchase the tickets on rhe renfe site up to 62 1/2 days in advance for substantial savings...and tourist class is the way to go. A great ride I can assure you. No need to pay extra at all.
To confirm what HJ said: I just checked the Renfe website and there aer discounted tickets still available from Madrid to Sevilla on both May 28 and 29. You would pay 33,30 or 50,00 euros instead of the regular price of 83,30 euros (in turista class). If it is worth it to you to save 50 euros per ticket, buy them now.