My wife and I and another couple went to Marbella 3 years ago and had a great time. We stayed at the Marriott time share and arranged tours through the concierge.
The Alhambra is a must. Rondo was very good. We also spent a few days wandering around the "old town" in Marbella. Take your time and enjoy the outdoor cafe, have a beer, etc.
We didn't make it to Gibralter or Seville. Ran out of time. Will see it next trip.
Hope this is helpful.
Sent you a response. Was my first time on the site. Hope it gets to you.
My only other suggestion if it's you first trip to Europe. You usually fly all night and get there in the AM. Don't take a nap. Try to stay up until a normal bed time then try to sleep all night. Every time I took a nap I would be up all night and never get out of the USA time zones.
Great Location. We have been there 3 times and enjoyed all three. Day trips to Mijas, Ronda, Gibraltar can be done if you have a car on your own. We found rental car prices pretty cheap. If you have not driven in Europe before you may choose to take tours. We took the tour to Alambra and Granada. Are you staying at timeshare, Marbella Beach or Andalusia? Marbella Beach has more within walking distance.
Great resturants in area are in Puerto Cabopino is La Despensa. Below is a site I found that talks about resturants in the area. Another place we liked if you want meat is El Cazador (means hunter) and is in Estepona.
If your at the Marbella Beach there are a couple of resturants within walking distance on the beach, one that is a longer walk but very quaint and inexpensive with good fish is Simbads (photo attached).
Almost any of the cities along the coast provide interesting boardwalks along the water, we enjoyed Benalmadena Costa. Malaga is a bigger city but nice with an old castle and church. Have a great time, this first time I have posted so hope it works