Gran Vía unsafe at night? I doubt there's anything further from the truth! On Gran Vía you find more foot traffic (not to mention car traffic) than nearly anywhere else in Madrid. I'd say it's probably the safest place in Madrid at night. Maybe your friend was talking about the area "above" the Gran Vía - while not unsafe, it's not AS safe as the Gran Vía itself.
I certainly wouldn't change hotels because of the email from someone who lives in Spain - and maybe not even in Madrid. Maybe (s)he read somewhere that someone once had his pocket picked after dark. One incident does not make a street, much less a busy boulevard, unsafe.
Saludos, MadridMan
_________________________
Visit BarcelonaMan.com for Barcelona information, Transportation, Lodging, & much MUCH more!
Curious about what could POSSIBLY be inside the brain of MadridMan? Visit
MadridMan's Madrid Blog