I hope someone as a legendary figure of the club ie Giggs or Fergie really do sit him down and highlight to him the downfalls of moving to Madrid can be.
He's at a club where the fans worship him; I don't know a United supporter personally who don't rank him outside the top 3 in the world right now, nor rate him as our most important player.
If you take a long hard look at the club right now (Madrid), do any of the top players there look incredibly happy? You have Ronaldo who is now swearing back at the players, Bale who is jeered by the fans, and Casillas who has been well and truly stripped of "saint Iker" since his fallout with Mourinho.
It's an embarrassment of a club, and I don't imagine players having long careers much longer like you saw with the likes of Casillas and Raul anymore. The flavour of the year seems to be more common nowadays, and the churn rate will continue that way in my opinion. De Gea came under a lot of pressure during his early days here, but the 2 main figures that stuck by him were the manager and the fans. He is now nearly 25, and going to Madrid will hand him more responsibility than he ever had at United, and one major mistake will most likely lead to more than anything he experienced here, especially is it results in a loss of a game.
I know I am saying this from a United view, and would love nothing more than to see the #1 shirt be his for the next decade, but I have no power in making him stay. It's the powers around him which really have to act now and convince him, as well as the board members who have to pay him in respect to what he deserves. In terms of what he provides as a goalie, no other in a competing team even comes close.