If you're going to Spain, all pools over a certain size will, by law, be fenced, though the smaller ones may be, it is unlikely. Very few are heated - certainly in complexes, but from mid May to October they will be plenty warm enough.
If it's self catering then, unless the linen is paid for separately, the beds will be made 9 times out of 10. There will be bath towels etc, but not pool ones.
Toys - some do some don't - if the owners have children then you can likely expect to find some bits and bobs, if they don't it is unusual to have toys there apart from maybe a few swimming aids/lilos.
Almost all modern apartments (last 15 years or so) will have aircon, a lot of the older villas and townhouses don't tend to have it.
I second the asking about transfers. Certainly from Malaga airport it costs almost a fifth more to grab a cab from the rank, rather than either pre booking one or arranging private transfers.
Supermarkets - if you're down near the beaches (in the South that is), there will be no shortage of them, but if you are in a development up one of the (many) hills, then you will be unlikely to have one very near (walking).