I googled about dangerous stuff in sea near Malaga (Spain) and Barcelona (Spain). When I googled I have got information only about Portuguese man o' war. Is there are any other dangerous animals or fishes or an may be any other dangerous nature things that can damage you? I am from North and I am know nothing about wild nature of this seas.
Look for a beach which is flying the blue flag and has a lifeguard on duty. The flag should be taken down if it's not safe to enter the water due to an invasion of jellyfish or a shark. In addition, the blue flag indicates that the water quality is assessed as very high.
You can also watch out for yellow flags (which means that you should be careful when you enter the water and just pay extra attention) and if the there's a red flag it means that it is dangerous (and forbidden) to go into the water. If you see any of these flags it also means that there's a lifeguard on duty who you can ask for help if you have any doubts.