I think @Blurrywateryeye might be getting Malaga confused with Magaluf…
Firstly Malaga isn’t a resort, although it does have long sandy beaches. It’s a city the size of Nottingham with a lovely historic centre which is compact & walkable. My highlight was the Mercado de Atranzas food market. It’s a spectacular place showcasing everything that’s wonderful about Spanish food. The local olives are superb. If they are feeling brave they can buy some of the fantastic seafood & take it back to the apartment to cook. Casa Aranda, near the market is a very popular cafe serving chocolate con churros to the locals.
There are lots of nice bars & restaurants around Plaza Uncibay, Plaza Carbon & Calle Mendez Nunez. This area is absolutely rammed at night with locals and tourists, but the atmosphere is laid back & civilised. Magaluf it ain’t, although there are a couple of small nightclubs which I didn’t visit.
Churches aren’t really my thing, but there is a cathedral with an interesting history. Picasso was born in Malaga, of course, and the Picasso museum is worth a visit. His famous masterpieces are elsewhere, but he was a one-man industry so there is still good stuff to see.
The main shopping area is around Calle Marques de Larios. Lots of choice there, although the massive El Corte Ingles is down on Avenida de Andalucia.