Magic the Gathering - if a madness card gets discarded and you dont want to use madness does it still get exiled
It will get exiled, but then also go to the graveyard after that.


  702.34. Madness
  
  
    702.34a Madness is a keyword that represents two abilities. The first is a static ability that functions while the card with madness is in a player’s hand. The second is a triggered ability that functions when the first ability is applied. “Madness [cost]” means “If a player would discard this card, that player discards it, but exiles it instead of putting it into their graveyard” and “When this card is exiled this way, its owner may cast it by paying [cost] rather than paying its mana cost. If that player doesn’t, they put this card into their graveyard.”
  


The first ability creates a replacement effect that causes the card to be exiled, and this is not optional. The card will get exiled, which will trigger the second ability. But the second ability states that if the player does not cast the card, it goes to the graveyard.