When you are packing, remember to put some extra clothes, shoes, socks and underwear in your carry-on as well as necessary medication. Lost / Delayed luggage can happen!!
In addition, you must keep yourself comfortable. Costa del Sol weather is generally very changeable with temperatures very smooth during Winter and Summer. Walking in and out of museums, restaurants, and stores may force you to take your coat on and off. Be ready for rain or shine, mostly high temperatures, during Spring and Summer time.
Dress in “layers.” This means dressing in items that can be added to or removed individually without changing everything when the weather changes. For example, instead of a heavy overcoat wear a sweater and a windbreaker. If it gets too warm in the afternoon take off the sweater and carry it in your bag. You can also dress in under-layers if it is really cold.
Weather protection is essential. Bring a telescoping umbrella. You can find umbrellas which slide down to under 10 inches. But get a good quality device. A lightweight hooded mackintosh is very handy for those frequent all day drizzles.