Spain offers many opportunities for leisure and days out, we therefore recommend you take a small luggage with you not to be restricted in your movements later on, after your Spanish lessons. It is best not to take too many clothes even if you need to use the laundry service later on. Do not forget that you could be invited to more than one party and thus need some decent outfit. Other elements are:
Traveling to Spain to study a Spanish course. What do I take in my suitcase?