What you need to eat when you go to El Mercado de San Miguel a mecca of tapas in Madrid.

Its touristy, but the kind of tourist attraction locals still go to, so you know its good. Probably my fave bigger tapas market in the city, but I hear a lot of dissenting opinions. My explanations of where the stands are is going to be… awful, but this is how my mind works, so maybe my directions will gel with your though processes, too.
I’d suggest getting the octopus on crackers. The stand it’s at is adjacent from a place that has its own mini kitchen, very near the main entrance door of the market. Next door to the octopi on cracker THAT TASTES LIKE SWEET FISH BUTTER is a wine place. I hope you can find that, it is so worth it.
Seriously, the octopus tastes like butter, but with a slightly fish taste. Think of what salmon tastes like, and think butter with that flavor. It is incredibly soft in texture and the cracker its on is also very soft and melts in your mouth. This is one of the yummiest things I ate in Spain.
There are little sausages that have a name related to flutes (which I of course can’t recall now, see here: walkingontravels.com), they come in a black paper cone. The stall that sells them is near to the main door on the long side of the structure. These are one of the most expensive things I got at the mercado, so if you’re on a tight budget, maybe skip these.

One place only sells paella, it’s just down a bit from the place that sells the sausage in black paper cones. It is facing the glass walls of the mercado. The counter’s backdrop, if you can call it that– the wall behind the counter– is red and has info about what region each of the paellas it sells are from. I HIGHLY recommend the black paella. It’s made with squid ink, and if I remember correctly, is native to Valencia. The taste is strongly salty, but with an almost lime-like after taste. I had many bowls of this over the time of my stay in Madrid.
ALSO, the place with their own mini kitchen (adjacent from the octopus place) sells great Patatas Bravas for when you’ve had a rough day. Patatas Bravas reminds me of a spicier version of fries and ketchup my mom would home make me when I was a kid, so they were a good stand in as some sort of comfort food. After one especially grueling grammar test I chowed down on a plate with a friend and drank copious amounts of yummy vermut, which you should also get a glass or two of.
The Mercado de San Miguel is also where I met two really hilarious British guys who were in Madrid for a few hours on their way to Texas, so sometimes speaking English in public in Spain isn’t such a bad thing!!