Museo Interactivo de la Música - This counts as one of the best things to do for children in Málaga because this is a museum where you can touch practically everything. Play all the instruments , try to conduct and create some notes on the violin. The museum displays over 400 instruments from different countries, cultures and periods with recorded sound clips. They also exhibit a number of instruments for rehearsals, such as. violin, didgeridoo, drum kit or cello.