There is the commuter train for slightly longer distances, and there are high-speed trains that can take you as far away as France! The commuter train (cercanía) is similar to the metro, only it’s a bit slower and above ground, so you can take in the scenery as you travel. And finally, you can always walk! Madrid is a very walkable city, especially if you are close to the center. Everything you could possibly want is within walking distance! There is plenty of sidewalk space as well as warning time for walking signs so you can stay safe as you cross the streets.
I mostly take the metro, but it took some time to get used to it! I lived in Washington D.C. and Boston for a bit, so I had some experience with different metro systems, but being in a new city in a new country with twice as many metro lines was a bit overwhelming. That being said, I don’t think I use more than four or five of the lines regularly. I started by memorizing the colors and numbers of the main lines I’d use, as well as the stops I got off at the most to go to school, the grocery store, the park and the library. After a few weeks, I was able to identify which line I would need to take or switch to to get to many destinations. The maps and guides along the stations are very clear and helpful when learning how to get around. And when in doubt, you can always ask!
I also feel at ease riding the metro because of its cleanliness. It makese me feel very comfortable while sitting down for long rides or holding onto rails when going over twisting tracks.