You don’t actually need to select a specific station. Choosing Barcelona* and Madrid* shows you all trains on that route from all stations. You choose the train you want by schedule and on the next page it will tell you the departure/arrival stations your chosen train. If it’s the AVE it goes from Sants to Puerta de Atocha, for the overnight Estrella it’s Sants to Chamartin. Just for reference, cercanias are like local commuter trains, so you wouldn’t want to choose that Madrid Atocha Cercanias option for any long trip.

I’m not sure how good your Spanish is, so here’s a method I once typed up for someone for purchasing in English on the RENFE website if you prefer that. Changing to English on the RENFE homepage offers you fewer options/fares, so start in Spanish. It sounds like you’ve already figured out a lot of this, but I’m posting it step by step in case somebody else who needs it comes across this thread:

1) go to http://www.renfe.com
2) At the top left hand part of the page under where it says “Compra de Billetes” check the circle for either “Ida y Vuelta” (roundtrip) or “Ida” (one-way ticket).
3) Choose Barcelona* and then Madrid* from the drop down menus.
4) Enter your travel date(s) using the calendar where it says “Ida” under the box where you chose Madrid.
5) In the box that say “Num. Viajeros” enter how many tickets you want to buy.
6) click “Buscar”

A new window will open and in that new window you can select for English on the bottom left hand side of the page. You should then be able to complete the process in English, with access to the lower online special fares.

After a great deal of playing around it appears you are correct with Sants to Puerta de Atocha:
1. Use Barcelona to Madrid on this link: http://www.renfe.es/…
2. Click on the train number for the AVE train you choose (left column of the list) and it will show you the stations for that train.