Going to Malaga Spain any suggestion on what to do there
What attracted you to Malaga if you know nothing of it?
Numerous guides with a google.
http://www.lonelyplanet.com/spain/andalucia/malaga/things-to-do/top-things-to-do-in-malaga
Will you be staying in a time share for a week or extended period? If so, you'll have time to get out of town by bus to Granada, Ronda, other coastal points, etc.
We had requested several timeshares in Costa Del Sol 6 months ago and so far no availability. We were going to use the week as a stepping stone to Sevilla, Rondo, Granada, and a side trip to Tangiers for a day.
I spent a few days in Malaga and really enjoyed it. It lends itself to wandering around, shopping, dining. We did walk down to the beach as well as found a nice restaurant just outside of town that had a cooking class and we made paella. I was there with a group of photographer/friends so we don't always need 'sights' to entertain us, but I found it a great place to spend some time.
Your first day's activity should be to take hop-on hop-off bus which would take you to Malaga's important sights. I would get off at the highest stop, which would be the Gibalfaro and explore the walkways of the fort and take in the view of the port, the city, and the bullring. Another stop would be the Alcazaba which is the citadel the Moors built. It is not as ornate as the Alhambra, but I found it worth a visit. You will also stop at the apartment where Picasso was born. On the site is a mini museum of other artists and a room showing a video of Picasso's life. There is now also the Picasso museum with almost 300 of his paintings and ceramics. The newly opened Thyssen features works of Spanish artists depicting Spanish life. If you are considering day-tripping to Granada or Ronda do visit the travel department of El Corte Ingles, the huge department store on the main street and book tour of the Alhambra. The bus will pick you up at your hotel and transport you Granada and transfer you to a guide who will take the party through the Alhambra. I took the lunch option which I loved as it included a tuna providing musical entertainment.