Just a word of warning: The overnight train was NOT comfortable! The "first class" sleeping car consisted of a tiny compartment with four bunks. The mattress was as hard as a rock. They do give you sheets that appear clean and a pillow. It was HOT and stuffy! And the bathrooms were suspect, at best.

You are not assigned an actual bunk when you buy the ticket. As you board the train, the conductor points you to a compartment based on gender. I was traveling alone, so I have no idea if the conductor would split up couples so that compartments are all male or female. That is my suspicion though, since they wouldn't want strange men and women in the same compartment. But you could probably just buy four tickets to have a compartment to yourselves. Tickets are inexpensive.

Like I said before, the train was miserable, but still an experience I wouldn't trade for the world! And I would totally do it again! ... The ferry across the Strait of Gibraltar was AMAZING! As was the train+bus from Madrid to Tarifa.

Have fun planning!