Sunglasses and straw hats are mandatory across Andalucia during June as fierce sunshine is the order of the day.

June in Malaga is truly a summer month with the burning sunshine far  too hot for the northern european skin.
The smell of sun protector greets those that dare walk across the hot sand to the seashore, but once by the sea the heat becomes much more bearable.
In fact, the coolness of the afternoon sea breezes, which remain quite strong, often lull people into a feeling of well being not entirely supported by an evening examination of the body in a hotel mirror.
Sunburn is often at it’s worst during June. Apart from the obvious reason, namely the sun is at it’s zenith during June, there is the haze factor which remains fairly low during the early summer.
Sea breezes do occur, almost daily, but the still marked contrast between inland air temperatures and sea temperatures, usually ensure that there is sufficient penetration inland of the sea-breeze inversion  to  keep the recirculating air fairly diluted with regards to pollution.

Typical afternoon temperature on the beach would be from 23 to 25 Celsius (73-77F) with sea temperatures generally rising above 20 Celsius (68F).
Sea temperature numbers seem relatively low, that is because the values quoted are deep-sea temperatures. On those beaches where the water is shallow, or in deeper water that has been undisturbed, for example after days of weak sea breezes, the sea temperature may be nearer 30 Celsius (86F) and feel like a warm bath.

Although sunshine prevails, and sometimes June is a month of almost unbroken sunshine, there are occasionally less clement interludes.
Sea fog or very low cloud may plague the beaches from time to time, but the risk of fog becomes even less likely as the month progresses, and in any case it is unlikely to last for long.
The odd thundery shower may occur, this most likely later in the evenings or overnight, but rain for any length of time during June is exceedingly rare.
Another phenomenon that is slightly more common during June is the blast of hot air from inland Spain.  On normal days there is a gentle, sometimes quite brisk, northwest wind blowing down to the coast, and usually the sea breeze kicks in late in the morning to reduce the heat.
However, on rare occasions, and for a variety of reasons, the northwest wind continues to blow through the day and night.
The humidity is normally low in these episodes, perhaps  with values under 15% RH, but temperatures can be very high; over 40 Celsius (104F) is possible, with temperatures not far from 30 Celsius (86F) at night.  The low humidity makes the heat tolerable but the dust in the atmosphere, or smoke from woodland fires, especially if accompanied by a strong wind, can be most unpleasant.

One thing that can be said about the weather in June on the Costa del Sol, is that it is summery, and anyone experiencing anything other than sunshine and warmth is most unfortunate.