They did warn us 
Today, a Friday, at 13:00 hours we had a cita previa (an appointment) for an NIE number at the office of the Policia Nacional (National Police) in Carabanchel (Madrid). By now we know how to make such an appointment.
We were some twenty minutes before the appointment at the designated place, just in time to be sent away because we were not allowed to park our car there. So with some effort and lots of luck, we managed to get the one open spot on a parking area with over 500 places. How could we know all these people had an appointment at the Police office …?
Still, when we arrived we had some 5 minutes of spare time. We asked a policeman where we should go and he said ‘walk through the door and ask there’. Lucky for us, because a large queue of people was waiting for their turn. We walked through the door to be sent out again and told to queue up. But only some 10 seconds later the same officer who had sent us out, asked to see our papers again and told us he had made a mistake. We had to go upstairs to the second floor and queue up there.
Fortunately, this was only a small queue. A very efficient officer helped us, telling us we had first to download a form and pay at a (any) bank a fee. After that, we had to return. He put a stamp on the form with a cita previa for Monday.
By then it was already 13:15 hours. Banks close in Spain at 14:00 hours, at least we thought, and we had to download the form. By sheer chance, we managed to get with the form to a bank at 14:26 hours. After having been shoved away at another one for being there exactly at closing time (14:15 hours).
But no matter what the bank employees tried, they were not able to register our payment. They promised though to look into it and asked us to come by at 08:30 hours on Monday morning. We thanked them and said we would be there. (To be continued)