There are a lot of Palm trees in this area as you might expect and there is one very close to our patio, so in the morning when I am sitting in the sun having a cup of coffee it is there in front of me.
Early on I thought I saw some movement in the centre of the fronds, there are quite a lot of sparrows about and assumed that was what it was. Then I saw it was a little furry animal. To see it a bit closer you can click on the photos.
I was hoping it might be some special Andalucian rarity like a white bellied palm rat or some such.
I looked up stuff on the computer and found there were lots of questions and answers about rodents living in trees in southern Spain, especially Palm trees but also in Almonds and Fig trees. Click this to see one of the detailed replies iberianatureforum.
It turns out that they are just Brown rats (Rattus norvegicus), they are quite happy in trees and will make a nest in the centre of a palm tree and only come down to seek out water or if the supply of palm fruits packs up. Shame really, I was hoping for something more exotic.