Definitely go to the Prado museum! Although you love art, even if you didn’t, it’s amazing. Make sure to check out the Greco wing, and stop by the section with Goya’s kitchen walls. I also remember liking Velazquez’s art as well.

As for food? most everything is good, haha. A good way to become acclimated is to pop into a restaurant right off the street and try some tapas (little snacks). Alot of people also like churros and chocolate, and I believe there’s one restaurant near the Plaza Mayor that is supposed to serve the best churros con chocolate in Madrid. (I think that this is the place (?): http://www.virtualtourist.com/travel/Europe/Spain/Comunidad_de_Madrid/Madrid-262020/Restaurants-Madrid-San_Gines_Chocolateria-BR-1.html)

The Royal Palace and accompanying gardens are gorgeous; try to walk by them if you can! Also, when digging behind the palace (I believe to expand something?) I remember hearing that they uncovered ruins from a previous city! Maybe the Moors while they were in Spain?

Have fun in Spain!