There's certain little to tempt anyone before NERJA. This was a village before it was a resort, so it has some character, and development (more villas, fewer tower blocks) has been shaped around it. Beaches are also reasonably attractive, with a series of coves within walking distance if you want to escape the main mass of crowds.
There are plenty of other great walks around Nerja, too, well documented in a locally available guide. Nerjas chief tourist attraction, Las Cuevas de Nerja, 3km. from the town, are a heavily commercialized series of caverns, impressive in size - and home to the world's longest known stalactite at 63 m - though otherwise not tremendously interesting.
They contain a number of prehistoric paintings, but these are not presently on public view.