Hi and welcome!
If you are coming to Malaga
the last weekend of January you will find everything open and a more relaxed ambient. Malaga by the end of January is sunny and not as hot as in summer, but the temperature use to very comfortable when not cloudy. I always say in Malaga, the winter lasts just from middle of december to middle of January
Depending on your destination you will find many pubs and nightclubs
opened, more likely from Thursday to Sunday, being the Satuday the most crowded day. I can talk about Puerto Marina which is next to where I live, as I don´t like much nightclubs
My opinnion is that you have choosen an excelent timedate for coming to Malaga
, let me know if need to know anything else.