Atocha Station is where we took the high speed train, Renfe, to Toledo. We went to Toledo first an then took a bus to Consuega.
In the train station, there is a beautiful tropical garden with ponds, turtles, goldfish and more than 500 species of plant. It is like an urban oasis. The purpose of the garden is to pay tribute to the victims of the Madrid 3/11 bombing.
Unlike some train stations in Europe (I won't name names), Atocha is pretty safe. We didn't have to worry about purse snatching or anything else. Spain is safe, no stress. I love it!