What you need to know are the basics of renting (as of any country).. but especially in Spain, due to the crisis, there are issues with trust so many landlords will ask for what they call an “Aval” (bank security, where you have to pre pay something like up to 6 months of rent plus administration fees for the bank), or they might ask for 2 months rent in deposit in cash, or even prepay 6 months of rent. Rental Contracts will be in Spanish, so if you?re scared and don?t speak the language, best get a Spanish speaker with you.
I think the easiest (and cheapest) thing you should do is rent a room in a shared flat rather than rent your own studio. That way you?ll have everything set up, meet some friendly people who will help you get started. Numerous sites like Loquo and Idealista have sections advertising rooms. Or if you?re going to study at a Uni, ask them for help. Or if you?re short on help, look for expat or student agencies. They will most likely charge commission, but at least you?ll be sure.
Good Luck and enjoy!