Why go
The region makes more sense as a series of coastal sections than as one continuous beach. Málaga provides an urban centre, Torremolinos through Marbella show the strongest resort development, and Nerja sits near a more rugged eastern edge. Knowing those contrasts helps you select a base and avoid trying to cover too much shoreline in one day.
The full story
The Costa del Sol belongs to Andalusia and is closely tied to Málaga province. Málaga city is both a geographic hinge and a useful point of orientation: Torremolinos, Benalmádena, Fuengirola, Mijas, Marbella and Estepona lie to the west, while Rincón de la Victoria, Vélez-Málaga, Torrox and Nerja lie to the east. Places such as Frigiliana and Casares add an inland dimension close to the coastal settlements. Mountains run behind much of the shore, leaving a relatively narrow strip for towns, roads, beaches and river mouths. The scenery therefore shifts quickly. Long developed seafronts give way to bays, dunes or cliffs, and a short move inland changes sea views to slopes and white villages. Fishing settlements preceded the modern tourist coast; twentieth-century hotels and residential building connected many of them into a much busier landscape. A map can make the towns look like one line, but each side of Málaga deserves its own day if you want to notice those changes.