Will be in Malaga for 2 1/2 days.
Planning on going to the Picasso museum.
Other than that any other suggestions or things not to miss?
I would not know what you would not want to miss.
As a great deal has been done, I take the lazy way out - look at the amount of information in Top Questions, right of page here - https://www.tripadvisor.co.uk/ShowForum-g187438-i333-Malaga_Costa_del_Sol_Province_of_Malaga_Andalucia.html
I really enjoyed Malaga. It is a good city to do some aimless wandering.... nice shopping, restaurants, etc. Do take a walk up to the highest point as the view was really nice. We also took a walk along the waterfront in the evening and the city was very pretty lit up. In the heat of summer the main shopping area had a nice diffused cover that kept out some of the extreme sun, making it very pleasant. We also went to a little restaurant just outside the city and had paella and took a cooking class there. (I do not remember the name, but it was recommended by our hotel).
Just found out Saturday night when we are there is the White Night.
Looks like a lot of fun.
Anyone ever been there for it?
I liked the Thyssen Museum and the Museum of Popular Arts and Customs (or some such name). Stop in the oldest wine shop in Malaga, Antigua Casa de Guardia. It's near the main TI and an experience, plus very good wine by the glass at low prices.