Hi Deborah,
You can find so much information about it via Google, in forums, etc. I can’t image that you don’t find it when you motto is “Life is what happens to you while you are looking to your smartphone.” 😉
Most language schools offer accommodation, too. So you could simply write to schools and ask for more details. If you have a health insurance in Denmark, it most likely covers you also in Spain. I suggest to ask your local health insurance company.
I took Spanish lessons at a school called Ailola Madrid. You guess it, it’s in Madrid 😉 I enjoyed Madrid and it has very fast train connections to Barcelona, Sevilla and Valencia. I stayed in a host family booked through the school. The school offered many free activities. It wasn’t so expensive. I think I paid about 200-300 Euros per week (accommodation + course).
If you stay for a long time (=months) in Spain, you could try to find your own room in a shared flat and save some money. You should stay at least 3 or better 6 months to find something adequate. You might find something for as low as 300-400 Euros per month. However you should consider that laundry and meals are not included and you need to pay for that extra. Sometimes you need to leave a guarantee deposit. So you might end up with a similar amount you are paying to a school but with more hassle.
The price for meals is similar like in Denmark.
All the best,
Evelyn