You'll find Malaga's Maria Zambrano Railway Station on Explanada de la Estacion to the south west of the city centre next to the bus station, and just a few blocks from the waterfront. It's on the west side of the Rio Guadalmedina that splits the city in two. If you pick up a hire car here you'll see that the city has a lot to offer visitors, with great road connections. The main Malaga seaport is a couple of miles to the east, while the city centre sits a few streets to the north of that.
Malaga is located on a narrow coastal stretch facing the Mediterranean with mountains close behind. The city is Spain's sixth largest yet only 80 miles north of the African coast. So if you collect a hire car at Malaga Railway Station you'll find conditions are likely to be hot and dry. The attractions are mostly gathered around the old quarter on the west bank of the Guadalmedina. You'll find traditional balconied buildings plus a museum celebrating Picasso's birthplace, a Roman amphitheatre, and ruins of the Moorish castle. And the historic highlight is the Alcazaba, a spectacular hill-top Moorish Royal citadel.