Best place ever.
Went there to learn Spanisch in the Spanish language school (escuela de idiomas Nerja). So far, I've been there three times, because it's the perfect place to learn and go on holiday at the same time. Small city with plenty of restaurants, not too expensive. Same with hotels and accomodations. Nightlife like it is in rather small cities... but there is a place called tutti frutti. Various beaches, small and big ones. Interacting with locals is easy if you speak Spanish, if not they'll rather treat you as a tourist - friendly and joking, but distant. All in all - lovely.
PS: don't bring an umbrella, you won't need it :-)