For windsurfing on the Costa del Sol one of your best options is Termiko Windsurf. This company led by Sergio Perera (Spanish kiteboarding champion in 2008 and 2009) has more than 10 years of experience teaching all kinds of water sports including, of course, windsurfing.
Windsurfing is a popular sport because you can practice much easier than surfing. The only requirement is that there is enough wind to be able to move the board. Therefore you can do windsurfing both in the sea and in fresh water, for example in marshes or reservoirs.
Their learning is not very complicated, although, like many other sports, the learning curve is higher at the beginning. Once you manage to lift the sail and learn to turn you can practice and progress on your own.
With the Termiko courses, you can join a group of any of the three levels they offer based on your experience. They are taught by qualified instructors with several years of experience who know the best methods to learn how to windsurf.
The material is in perfect maintenance condition. If you are a student of the course, you have it included. But people who want to windsurf off the course can also rent it.
Also, you can go to your store to buy the material if you prefer to own it in order to use it whenever you want.