Going to enjoy this little (great though) exhibition is one of the best plans for a first Friday of the month afternoon.
It is located inside the former house of Mr. Frick and you will see paintings from a variety of famous artists such as Velázquez, Goya, El Greco, Degas or Van Dyck. There is maybe one or two paintings of each of them so you can learn a lot!
And it is free if you go on First Friday! Also, you will find there some music, appetizers and a very very good ambient.
Be sure to be on time!