Sea breezes occur on most days during the summer months, usually commencing about 1100 hours and dying away after nightfall.
The daily maximum temperature on the coast normally occurs just before the sea breeze begins,  and then during the afternoon the sea temperature determines the air temperature on the beach and adjacent promenades. 
As a loose rule of thumb, the heat from the sandy beaches add 2 or 3 degrees Celsius (3 to 5 F) to the sea temperature by the time an average sea breeze has reached the promenade. Naturally, this value rises further inland. 
So, in early summer (late May or early June)  those strolling along the promenade during the afternoon would experience shade temperatures of around 23 Celsius (73F) , equating to 20 Celsius (68F) for sea temperatures. 
By the end of July, sea temperatures have  risen to 24 or 25 Celsius (75-77F) in the relatively shallow waters around the coasts, and the afternoon promenaders will have to endure a humid 27 or 28 Celsius (81-82F).  

Occasionally, the sea temperature, just off the beach in Malaga,  plunges rapidly. It happened last year (2004) during August when values dropped to a numbing 16 Celsius (61F), and at the time that was colder than around the Baltic coasts, the North Sea coasts of The Netherlands and Denmark, and around many southern coasts of the British Isles! 
This year (2005), appears just as dramatic, with the upwelling of cold water allowing sea temperatures to drop to about 19 Celsius (66F) on Tuesday (26th July), and to 16 or 17 Celsius (61-63F) on Wednesday. Even the children refused to go in the water!  After the recent hot, and sometimes humid, days,  it was a shock to the system to be outside in afternoon air temperatures of just 22 Celsius (72F).

Tourists do not expect day time temperatures to be lower than night time values when they come to the Costa del Sol in the summer, but that is sometimes the case, especially when these upwellings of cold water occur. 
No information appears to be available on why they occur. In certain circumstances there is an obvious cause.
For example, if heavy rain occurs inland and water rushes out of the river estuary; or a heavy shower falls on the sea; or sustained strong winds make the sea very turbulent and mix the colder waters of the deep sea with those warmer waters nearer the surface.
None of these factors have come into play on this occasion so it is suggested that currents have brought the water from some cold source, but how, and from where? Any suggestions will be gratefully received.

Finally, although the risk of chilling sea fogs increases for a while, experience has shown that these areas of cold sea do not last for more than 5 or 6 days before high summer values return and holidaymakers can resume their daily swims in comfort.