We are wondering if it's worth spending 3 nights in Nerja in February. Is it the rainy season? We don't mind temps in the 40s and 50s. Awe read about the caves and the hike to Frijiliana, those sound doable if it's not too wet. But are there restaurants and shops open for tourists?
Nerja is a resort that stays open year round as it attracts package holidaymakers from Britain and Northern Europe. As with most of mainland Europe, February is usually the coolest and wettest month. You would be unlucky to get 3 days of solid rain.
I know a number of American and Canadian people who winter in Nerja. I suspect they find the weather enjoyable.