There are many choices for day trips from Madrid, Spain. However, if I could recommend just one it would have be Segovia. The place is absolutely stunning.
Madrid to Segovia
The easiest way to travel from Madrid to Segovia as a tourist is by taking a bus. You can also take a train but the train station is not in Segovia city center so you will first have to take a train and then a bus to get there. For this reason, the easiest option in my opinion is to take a direct bus from Madrid to Segovia. The bus will leave from Moncloa bus and metro station in Madrid and it will take you to Segovia in an hour and cost you about 8 euros one way.