Hi,
i had my daughter here in Spain 4 years ago, and although the healthcare was excellent, it certainly differs from the UK. For a start, if you're a first time mum, you won't be shown anything, i.e. how to bath the baby/fed/change/dress as traditionally your family take care of all that, however, I found that the nurses and midwives were very helpful when I asked them anything - they assume you know it all!
As Andenca says, pain relief is a bit different too. It varies from hospital to hospital so check with your midwife. Many hospitals don't do gas and air and you can only have an epidural if you go into labour during normal working hours! As I say, it does vary, so check. It also varies as to whether your partner can be with you for the birth. Some hospitals have more than one bed in the labour room and if any of the other beds are occupied, your partner (unless it's a female) can't be with you. After a normal delivery you'd be expected to stay in hospital for 2 days, they are very strong on breastfeeding and won't generally provide milk unless you've had a caesarian.
In my experience the Spanish NHS is very good, however, they do tend to treat you as a piece of meat and don't always give you information - don't be afraid to ask questions, a lot of the time it's because they assume you already know.
anyway, congratulations and enjoy it.
Jill