As a Spanish national, do I need a visa to visit Malaysia?
I yes, can I get a Visa on arrival (at the airport if arriving by plane, or at the border if arriving by bus/train) ?
As a Spanish citizen, one does not seem to need a visa to stay in Malaysia up to 3 months (90 days I suppose, the exact number of days is not specified on the website for some reason).
The website of the Embassy of Malaysia in Madrid has a very strange page saying first "VISA REQUIREMENT BY COUNTRY, please click the following websites, www.imi.gov.my or www.kln.gov.my", & then displaying information about "SINGLE ENTRY VISA VALID FOR 14 OR 30 DAYS". I chose to ignore the last info & go to the www.imi.gov.my which is the website of the Immigration Department in Malaysia.
The relevant page on the website of the Immigration Department in Malaysia does not mention Spain as one of the nationalities when a visa is needed. The only conclusion I can draw is that Spanish nationals don't need a visa for Malaysia.
See also the Wikipedia list of Visa requirements per country for Spanish citizens - although you should always triple check what is mentioned here with what official authorities say.