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The question is a bit like one of those open questions that you used to get in degrees in the 1970s - the question might be specific but it really said "tell us what you know about geology/geography/social science etc.

I've been writing a blog for years about those little differences. For instance, this morning, I was talking to someone learning English with me about how we Britons would drink a hot drink, like tea or coffee, as we eat a hot meal. He was appalled and quite sure that this would be bad for our health.

One of my personal favourites is that Spaniards like to talk. So, whereas I would like the information on a poster or a website or something similar Spaniards prefer to ask someone. I wanted to sign up for an evening course for instance. Everybody who wanted to do a course had been told to turn up at 3pm. The various tutors for the French course, the journalism course or whatever were in their rooms waiting to sign people up but there was no list that said French in room 15, Philosophy in room 27. The one admin person on duty was trying to get her coat on and go for lunch and she left the building pursued by a crowd asking for information.

On the same tack I love the posters for the Circus or the Monster Trucks that say "In the usual place" because, of course, everyone knows.

I think I'd stress as well that nearly all of these differences are very small. They may seem like quite big things as you deal with them but basically Spain is a European democracy with efficient systems for handling most things. The food may be a bit different but nobody is going to chase you down the road with a stick because you express a different political view, nobody is going to make you wear a particular sort of clothing or harass you because of your sexual orientation.

As I say I've been blogging on this for years. The blog is carried by this website so if you check in the Spanish blogs for Alicante and find the one about Culebrón there are lots.

... and how do we eat a hot meal or drink a hot drink differently?

Ah, you mean at the same time.  Hmm, well I'm with the Spanish on that.  I wouldn't want to - the only exception is a nice cup of Yorkshire tea with fish and chips.

The Spanish seem to have many more superstitions about good and bad luck - if you toast with a glass of water, it's bad luck. If you put your bag on the floor, your money will fly out of the door.  And yet they do so many dangerous things without regard for health and safety. Yesterday I saw a man up a ladder which was placed on the edge of the road, next to the kerb.  A very narrow road, with cars driving freely past it.  Here in Cadiz, you hold your breath a lot when observing how people manoevre the warren of roads in the old city centre.  Spain is indeed a European country, as Culebronchris points out, but here in Andalucia I often remember the saying that 'Africa begins at the Pyrenees'.

Well its important to learn customs correctly. As an American when I first travelled to Europe I heard the English drank tea with milk so I thought I would try it. As an American I always drank tea with a sqeeze of lemon. Added some milk and voila!
My Spanish wife likes to tell the story about when we first started dating. I took her to a tourist restaurant in Alicante and ordered a paella for dinner.

And the punchline is...?!!!

Guess I thought it was obvious.

nope! Well, not to me.  Care to humour this puzzled would-be gaditana by explaining the gaffe?

The milk curdles because the lemon is acidic and at least in Alicante, and probably throughout Valencia, no one except tourists eat paella for dinner. It is too "heavy" a meal for late in the evening. Now I am sure that I will receive a lot of comments from people who will insist that paella can be eaten anytime, but here in Alicante Spaniards don't eat paella ate night, generally.

Ah OK, thanks.  I know generally the main meal is obviously lunch, which would include paella.  Here in Cadiz (as in Alicante and Valencia, I'm sure), the restaurants often show paella as an evening option - I guess that, along with all the fish dishes here, is mainly for tourists.  I've nearly always been somewhat disappointed in paella, which is probably because I haven't had it in the right place. Once on Fuerteventura I had a good one, but it may not have been authentic.

Perhaps not really a custom, but feeding into what Culebronchris said a bit, from my experience, the Spanish are very deferential to "authority" figures in everyday situations. I'll often hear people going into shops, even big impersonal department stores like El Corte Ingles, and asking the opinion of the attendants on things as mundane as a photo frame, which is surely a case of personal preference. Or an elderly man asking a young female attendant about male grooming products, as if she were an expert. A badge or uniform seems to engender immediate trust.

Qualified professionals certainly seem to be trusted without question. It raised some eyebrows when I requested a copy of our rental contract to read over a day before the signing, as apparently it isn't done; the owner of the flat admitted to not reading it prior to signing.

It is perhaps unsurprising that I find most of my Spanish friends to be pretty indecisive in social situations, as in day-to-day life, they seem happy to hand over a chunk of their decision making to others.

You can have paella for dinner at many of the touristy restaurants in Alicante, along the espanade or on calle Mayor, for example. We usually don't order paella, unless my wife knows that it is made as she makes it. That is, with a good fish stock - moralla that is fresh, 7 or 8 euros a kilo combined with monkfish head (rape) - also arroz bomba, and not too much virgen olive oil. Making a good paella is an art. I prefer eating in restaurants what we don't or can't make at home.

I totally agree about deference to authority figures - the consequence of which is that many public service employees, often frontline staff like security people, the first you come up against in public buldings, museums, galleries etc can often be officious and self-important.  I have carefully qualified these statements to avoid generalising in a way that might be offensive.  But it is a definite tendency, and I speak from considerable experience.  In Cadiz I've found public employees ie Social Security, Tax office, Police, to be extremely helpful and friendly - in Madrid, they went out of their way to be obstructive and contrary. 
There's a very humorous video somewhere online, in the style of a Wild West standoff, about a woman getting the better of a civil servant who is demanding all manner of documents in triplicate, simply to throw his weight about. It rings very true.  I've only lived here, other than in the UK, but I do believe that you get good, pleasant service only when you are dealt with by someone who is naturally of that temperament. There seems to be no concept of the idea that the waiter, bar staff, assistant, etc, is there for the convenience of the customer, not the other way around. It baffles me. Simple economics would suggest that it's best to be nice to people who come to you planning to spend money. I have twice encountered - in service stations, once near Madrid, and once in Andalucia - waiters commenting that 'there are too many people' for them to serve - after all, you don't expect groups of people arriving in coaches at service stations, do you? 
This is long, but not as long as it could be....!   Another striking issue is, yes, as you say, daveunt, people are indecisive and a decision is usually arrived at after long consultation and consensus - a decision which was clear at the start.  And Spanish people accept poor quality food and service - slow, sulky, substandard - without complaint. Rather, they excuse - the waiter is stressed and underpaid, the kitchen is busy, we have arrived early, they didn't expect so many, they're understaffed - and try to ingratiate and placate. 
I kind of like this - at least they're treating the staff as people, not machines.  But if more people complained, things would probably improve.  I don't agree that employees don't care about their jobs because they can get unemployement benefit - it's not that much anyway - I just think it's systemic. 
When you do get good service, it's such a delight.  And at least when you get a friendly person, it's genuine.  Of course I love Spain, other wise I'd have gone back to the UK.  Anarchic, chaotic, frustrating, but irresistible.