You can do different things, but usually in Spain all activities involve going out and walking with friends or family before and/or after that activity, due to the good weather we have all year long.
For example, one typical afternoon out would include a walk towards a bar to drink some coffe or beer and chat there an hour or two. Later you could go to the cinema and after dinner in a restaurant.
In summer, people usually goes to the beach with friends and family and activities of that style: bars, cafés, shopping centers, swimming pools...
In winter, they might go to dinner and the cinema if the group hang out late, but in the afternoons they do the same activities as summer (obviously, without going to the beach).
There are also discos and places like that. Every weekend they are full. We like a lot of fiesta here :) Haha