January is probably the coldest month of the year in Europe. It will only stay somehow mild on the coasts of the mediterranean sea or on the Canary Islands (which are located off the coast of Africa but belong to Spain). Still on the mediterranean sea it can be stormy and wet. The other problem will be that most tourist areas are out of season and hotels, restaurants and stores will be closed. You need to check beforehand what will be open.

Maybe Sicily could be an option in January but again I'm not sure if hotels are even open in January.