The Hotel FAQ, page 4:

Good Things to Know about Hotels in Spain:

• During the summer it is best to get hotel reservations in advance, way in advance for Barcelona. During the winter you still need to get reservations for Barcelona and it is best to do so for Madrid as well.
• Often, in more modern hostales and hotels the hall lights are activated by timer switches located in the hallways. If you step out into a darkened hall, look for a switch (button) on the hallway wall.
• If you don't have reservations ask to see the room before renting it for the night. This is common practice in Spain and it is particularly good practice for checking out a hostal or pension.

Good Things to Know about Hostales, Pensiones and some Hotels:

• Stars (*) next to a hotel, hostel or pensiones note the level of services available. It does not, necessarily, indicate the quality of the establishment.
• With less expensive Hostales and Hotels giving your room key to the desk clerk on leaving the establishment is often required. If you don't, your bed won't get made up and the management will be miffed with you.
• The less expensive hostales and pensiones lack locks that automatically unlock from the inside. If you use your key to lock the door from the inside, you need to have it available in an emergency. You must be able to find the key, if wakened in the night, with no lights available. Some of those old locks can take fiddling to make them work, so you might want to practice unlocking them.
• Some hostales and pensiones actually lock you in at night. Generally a clerk will let you in and out, but once I had to wait 10 minutes to leave a hostal because the owner had gone off and taken the door key with him.
• Many establishments require you to insert a special plug or your card key in an outlet/slot to activate the electricity to your room. (photo)