The Costa del Sol's nickname oversells one thing and undersells another: there's sun almost year-round, but the sea takes its time to warm up. The Mediterranean here runs from a chilly 15°C in late winter to a bath-like 24°C at the peak of August, and the gap between "technically the beach" and "actually want to get in the water" is bigger than most visitors expect.
These are the monthly averages for the Málaga–Marbella stretch. The whole coast sits within about a degree of each other, so the figures hold from Estepona in the west to Nerja in the east. Use them to plan: the air is warm enough to sunbathe from April, but the sea isn't genuinely comfortable for swimming until June, peaks in August, and stays lovely right through to mid-October.