Melilla's seafront promenade is the city's easiest orientation walk, laying out the Mediterranean edge between beaches, port infrastructure and the compact urban centre. It is not a single monument, but it helps make sense of Melilla's unusual geography: Spanish city, North African coast, fortified old town and working harbour all pressed together.
Go near sunset, when locals are out walking and the light is kinder to the waterfront buildings. The promenade pairs well with Melilla la Vieja and the modernist centre, giving you both the sea-facing and street-facing versions of the city.