Mercedes communication with me about check-in was great. Be aware though that the address on AirBnB is in Basque not Spanish and this confused my taxi driver to begin with. Mercedes will message you the address in Spanish, so make sure you use that.
The apartment is in Bilbao's 'old town' and a minute's walk from a number of bars. It's an easy walk to the train station, even with luggage, and you can walk to the Guggenheim.
Mercedes provided plenty of advice about Bilbao and where yo go on my arrival.