It is a ten minute walk from the station. Be aware that station toilets cost money to use. You can leave luggage at the station which is handy.
The area is by no means upmarket but I walked around in the evening and felt ok.
I found an intriguing vegan cafe not very far away - the food was good.
The main museums are easy walking distance and it’s worth checking for skip the line tickets if the day is sold out. It costs money to go to the Real Jardin Botanicos but it’s very nice. They have exhibitions too but you pay extra for that.