Can I leave one luggage one day before I check in, cause I will arrive one day earlier, I want to explore with my big bag. Thanks
On the website nothing is mentioned about free luggage storage. Better to call / email and ask as you don't want a shock on arrival. They may have it for all I know.
I think there are luggage storage options at the Atocha or airport for a day. At the Atocha they are located near the Burger King in the tropical part of the station. I assume the airport will have luggage storage but you have to pay. I don't think its that expensive compared to the headache of lugging around your luggage around Madrid. Hope it helps.
Get an answer from Hotel Praga staff and past guests.