Good question! There's not that much information on the very first native Americans in Europe, and the focus tend to be much more on the first Europeans overseas. It's partly due to a focus on European authors and partly due to scarcity of sources. I've written on this here before:

• Esp. relevant is this one on probably the first people brought over: a small group of 7 Taíno brought in 1493 by Columbus to Spain "as proof of his findings". We don't know their own perspective unfortunately, but know that most of them returned to the Caribbean in order to aid in Christianization there.

• After this, large numbers of native slaves were forcibly brought to work in Spain from the early 16th c. This practice was outlawed in 1542 and eventually petered out by the 17th century. In addition, we know of some exceptional cases of native elites who went to live in Spain: incl. a descendant of the Aztec ruler Moctezuma, and a famous writer descended from the Inca (Inca Garcilaso de la Vega). In case you're interested, I've also written an answer on these later migrations.

Hope this helps, in case of follows ups to those questions let me know.

Edit: hadn't linked my full comment, fixed now (also at OP /u/wobblywarbler).