First and foremost, Diego José has been a great host: very hospitable, polite, reserved and helpful. He gave us plenty of suggestions, welcomed us with a bottle of Cava and at the time of leaving accompanied us to the airport for a reasonable fee. He is genuinely nice and friendly, and that makes the difference.
The apartment is nice and well furnished, cozy and practical. We had the chance to sleep particularly well since it was very quiet (at least during our stay, in January).
It comes with a big bathroom, a rational kitchen and a spacious private courtyard suitable for dining.
The location is great: a minute from the market and from Plaza de la Merced, and with buses and the main sightseeing spots in walking range (from 5 mins to 15).
Shops and grocery stores abound, and as mentioned before you even have the city market round the corner for fresh vegetables, fruit, meat and fish.
Only one con I can think about: despite the abundance of light in Southern Spain, the apartment is not super bright since the main window is facing the main courtyard and the building is pretty tall. Nothing dramatic, there won't be any need to keep the lights on during the day. In a city like Malaga there's really no point to spend the day inside, anyway :)
Regarding Malaga: it is a nice and complete city, with memorable spots, lovely food places and very well connected to the major locations and cities of Andalucia.
An holiday to remember, thanks Diego José!