Meh, when I'm in big cities or on vacation I take an extra form of ID, leave all unnecessary money, passports and cards in the room safe. I do pack the passport card, I know it's only good for a few select US territories but better than nothing if I lose my passport while I'm over there. I always keep my money in my front pocket anyway. Don't be an idiot, if you're in a crowded place keep your hand on your wallet. If you get bumped do a quick inventory. I do this in NYC, NOLA, Chicago just the same.
Vandalay said it. It's not that different certainly nothing to get all worked up over or look up consulates :joy:, buy traveler checks:joy:, try to dress like them [roll]. Bob is the last person in the states that would ever pass for European. No chance, you'd have better luck passing for black than European.
Use your phone for emergencies don't worry about a plan. Hit the ATM when you get there or if you really want grab a hundo while in the International terminal. Really the only big thing is your passport and chargers which they sell everywhere so even if you want to wait to buy them you can. I mean you're starting in Madrid. You can fly naked and get everything you need when you arrive.