lots of ppl take the metro. There will be special metro services to transport all ppl coming out of the stadium, but nevertheless you'll have to wait some time to get in one (unless you get out of the stadium 10 mins before the match ends, as some ppl do). Taking a taxi can also be difficult.

otherwise there are lots of ppl walking to the center (about 30/45 mins walk depending on where you go) or at least to a less crowded place where they can take a taxi or a metro.

as for safety, don't worry, Real Madrid supporters are very civilised and there are no troubles in or around the stadium

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