Puerta del Sol is mile 0 or center of Madrid, the capital of Spain where there is always street attractions. The horse & Jockey stature is a great point of regency where to meet, in from of the horse, it’s back side. It is the “Time Square” of Spain where New-year eve celebration start where the is a tradition of eating grapes. Make reservations early to participate in its festivities.
But beware, beware of pick pockets there & at the Metro or really any place where there are crowds. You may think you are a savvy traveler but they are real, real experts.