N.I.F. is like your ID number. You are fine doing as biskraboy did, enter as many numbers from your passport as it fits.
The important thing you are going to need is your credit card, make sure you take it with you when you go to pick up your tickets, it has to be the same one that you use to purchase online.
Also, if you want to avoid lines pick up your tickets at the RENFE counter inside the airport (I think is in the main lobby. Chances are you'll have to wait a long time at the train station as it's always crowded.
I did all this a couple years ago and it worked out really well.
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