The first thing to bear in mind is that local people, in any setting, especially in tourist areas like the Costa Blanca, can usually spot a foreigner a mile off anyway. Secondly, dont worry about being yourself as well. If you completely obliterate your own personality, you are likely to get very tired very quickly. Mostly, you want to not stand out as not knowing what you are doing in your new surroundings, and avoid being perceived as rude or arrogant.
The easiest way to start to look the part is to consider your clothing. Spain can be quite varied, depending on where you are, but as a general rule Spanish fashion has a degree of modesty.