Madrileños like going to bed late at night and waking up late in the morning. They usually start their day with Chocolate 'con churros' (lightly fried fritters) or coffee with 'bollos' (rolls). Eat lunch at three o'clock, go back to work at four till seven or eight, and eat dinner at ten --at home; when they go out they eat dinner at eleven or even later.
If you're planning a travel to Spain try to adapt to this time table, because restaurants usually open for lunch at one or two o'clock and close at four, and open at nine and close at midnight for dinner.