(GMT)19 MAR 2017 GI-DEO:
Malaga Station to Malaga Old Town(don't try to walk)
Most of the accommodations are in the old town and yours would probably there as well. Don't try to walk from Malaga Station to the old town. It may take take 20~30 minutes or so on foot. Budget backpackers wouldn't take the 30-min walk a much challenging job but the old town is located on a quite uphill! You may be exhausted if you bring a heavy backpack. Take a bus instead, that's the cheapest option.