Germany, France and Spain are all part of Schengen which means there are no passport checks between them (normally - they occasionally get reintroduced for special events like major sporting fixtures).

This means you will get your Schengen entry stamp in Spain.

When you arrive in Frankfurt you will need to register with the local authorities. I believe that's where all your formalities will get taken care of. (The office you need to go to will probably be called something like "Ausländeramt" or "Ausländerbehörde" - they use different names in different towns)

The UK is not part of Schengen so if you arrive via London then you will get a UK stamp there and a Schengen stamp when you enter Germany (or another Schengen country - if, for example, you choose to take a Eurostar train via France. Though, to be pedantic, you actually get your Schengen stamp in London if you travel by train as they do French passport checks there)