Marbella is a major tourist destination and a popular resort city in Spain because of its sunny weather throughout the year. The temperature is hot in summer and mild in winter. So shorts and hats are needed in summer and a tee-shirt is OK for many days in winter. You may need a light jumper, cardigan or wrap for winter nights.
Marbella enjoys an unusually pleasant micro-climate bringing marvellous weather. This is due to it's position with the Mediterranean Sea and beach to the south and the Sierra Blanca mountain range behind it to the north. A truly fabulous sun-trap. It may be windy in the Straits of Gibraltar, there may be rough seas and waves just up the coast in Fuengirola, it could be blowing spray onto the Paseo Maritimo just down the coast in Estepona, but the weather in Marbella will be calm and pleasant.