In making plans to go through Madrid from Bilbao to Toledo on a Friday afternoon we went headlong into afternoon commuter crowds and confusion.
First, the RS2017 guide does mention (in parentheses) that some trains leave from the lower level. This included our (all?) train(s) to Toledo. If only I had read that detail.
Second most all Trains in Spain seem to require baggage X-ray prior to boarding. Switching from the Cercanias from Charmartín we went to the long Alta (upstairs) line for X-rays - only to be told to go to the Baja level (which wasn’t all that well labeled.
Going to the Baja level led to a huge knot of around a hundred people all waiting to go through x-ray checks. With over an hour until departure we went for a meal (a story unto itself). Upon return the line was (mostly) gone and we were able to enter the departure area (which does have a café).
I did not see anything about x-rays in the RS2017 Spain guide. We didn’t have that happen boarding in Bilbao but did returning from Toledo. I read online before leaving for Europe that this is now required for high speed trains (though we haven’t yet taken enough of the so far for me to confirm it).
What I can confirm is that they only check your carry on. Not your person. So it’s possible to carry a pocket knife or scissors on the train with you as long as you have on you.
Bottom line: Make sure to allow time to get through baggage X-rays when planning your departures. If going through major stations (like Atocha) at “prime” times prepare for possible long lines.