\documentclass[11pt]{article}
\usepackage{geometry}
\geometry{a4paper}
\usepackage{mathpazo}
\usepackage{amsmath}
\usepackage{amssymb}
\usepackage{booktabs}
\usepackage{tabularx}
\begin{document}
\begin{table}[htdp]
\centering
\caption{Absorbances of samples of different Concentrations\label{mytable}}
\begin{tabular}{lll}
\toprule
Sample & Concentration \linebreak (mg/L) & Absorbance at \linebreak $\lambda_{max}$ \\
\midrule
blank & 0.0000 & 0.000 \\
a & 0.2849 & 0.059 \\
b & 0.7122 & 0.160 \\
c & 1.424 & 0.311 \\
d & 2.137 & 0.468 \\
e & 2.849 & 0.608 \\
\bottomrule
\end{tabular}
\end{table}
\end{document}

Why don't my \linebreaks work?
EDIT: I tried to change the code to a two column table
\documentclass[11pt]{article}
\newcommand{\specialcell}[2][c]{\begin{tabular}[#1]{@{}c@{}}#2\end{tabular}}
\usepackage{siunitx}
\usepackage{amsmath}
\usepackage{booktabs}
\begin{document}
\begin{table}
\centering
\caption{Absorbances of 20 \si{\ml} sample at different Wavelengths}
\label{mytable}
\begin{tabular}{lS[table-format=1.3]}
\toprule
{\specialcell[t]{Wavelength \\in \si{\nano\meter}}} & Absorbance \\
\midrule
400 & 0.240 \\
425 & 0.382 \\
450 & 0.486 \\
475 & 0.574 \\
500 & 0.608 \\
505 & 0.608 \\
510 & 0.602 \\
525 & 0.508 \\
\bottomrule
\end{tabular}
\end{table}
\end{document}

But it throws and error when I add an 'e' to Absorbance

booktabspackage to see nice examples. – Fran Nov 10 '14 at 06:07\caption{My caption\label{mytable}}before thetabularenvironment, but inside thetableenvironment. – Fran Nov 10 '14 at 06:56\documentclass{...}and ending with\end{document}... but as short as possible. – Fran Nov 10 '14 at 07:19