Look up the schedule of events and appreciate a bit of culture at Teatro Cervantes de Malaga. It hosts an assortment of theatrical plays for most interests and tastes.
Pay the entry fee and then take your time to fully experience this arts and culture attraction in La Merced. If you're on the hunt for more fun sightseeing adventures in this area, Alcazaba, Málaga Cathedral and Gibralfaro Castle aren't too far away from Teatro Cervantes de Malaga.