When I started learning languages I honestly thought that it would be a case of learning the foreign word for all the English words. It never occurred to me that they'd put their words in a different order. Or that they'd use different tenses. Or that some words just wouldn't exist. I was so downhearted when I found out it wasn't as easy as x = y that I wanted to just give up there and then. 13 years later this is the thing I most enjoy about languages. Discovering words and phrases that just don't exist in other languages. Words that you can't translate literally.
Here are some Spanish words which don't have a direct translation in English:
1) La Edad de Pavo
Literal translation: the age of the turkey
This is the awkward age (about 12-14) when kids turn into nightmares. When they start disrespecting their parents, thinking they know it all and start showing off to their friends. I assume the analogy comes from turkeys strutting their stuff with their tail feathers all displayed.
2) Agujetas
The achy pain you get the day after you do a lot of exercise.
3) Friolero
Someone who is always cold.
4) Un Vinagre
Literal translation: a vinegar.
Meaning: A man of around 50-60 who has let himself go. He gets disgustingly drunk and pervs on young women. In general they smell bad, are grumpy and hang around a bar all day drinking and smoking. The idea is like when wine turns into vinegar; the man has turned sour.
5) Tener ganas
It's 'want to' / 'look forward to' / 'can't wait to' all at the same time.
6) Concuñado/a
The partner of your brother-in-law or of your sister-in-law. Or the partner of your husband's/wife's brother or sister-in-law.
In English it's brother-in-law just the same. In Spanish there's a clear difference between the brother-in-law and the guy who's married to the sister-in-law.
7) Consuegro/a
The relationship between the two sets of parents when people get married.
8) Desvelado/a
To not be sleeping when you should be sleeping because something is keeping you up (like the neighbours having a party).
9) Tocayo/a
A person who has the same name as you. It can mean namesake (a person you were named after), and in that case there is an English equivalent. But it also means when you randomly meet someone and you have have the same name. There's no word for that in English.
10) Botellón
An event when a large group of people, mainly teenagers or students, get extremely drunk in a public place.
11) Entrecejo
The space between your eyebrows.
12) Pringado
The unlucky person who has to do the work no one else wants to do. Usually because he's new or easy to manipulate.