Is not called La Magdalena, the correct name of this neighborhood is LA MACARENA. Probably if you ask a cab driver (or anyone) to take you to La Magdalena they will either give you a confused look or take you somewhere completely different.
This quirky nice neigborhood is the artist and bohemian part of the city. It have really nice cafes and restaurants and a good vibe. The only bad bit about it is its the neigorhood next to it (literally separated by one street and a Police station). La Perseverancia is kind of a dodgy place, but if you are carefull (as you should be in any big city) you will be fine.