There’s thunder rumbling in the distance. Close your eyes and stand still anywhere across the dusty patches of Sonora Mijas, near Málaga, and you’re guaranteed to hear a gaggle of punters chanting “Here we fucking go!”, as though they’re waiting for a massive club beat to drop at any given moment. Elevated by the acoustics of the sublime mountain range that surrounds the site, there’s a constant party holiday atmosphere enveloping the 37-acre coastal enclave that is home to Cala Mijas festival.

Music fans from southern Spain’s Costa del Sol region mix with a sea of tourists brandishing Irish flags, Welsh football bucket hats and Madchester-era t-shirts, and bring a brilliantly lairy energy to an otherwise barren land. Beyond a rainbow, Hollywood-style sign spelling out the festival’s name, and, erm, a giant blow-up red orb that sits at the heart of the grounds, there’s an absence of pop-up installations to be explored. It leaves the impression that in an oversaturated events market, this is a festival with plenty of potential, but one that’s also still trying to carve out its niche.

The site may appear to be a sunset-coloured collage of out-of-place fragments – the odd disco ball here, ribbons of fairy lights there – but its compact arrangement does offer a short journey between stages, allowing punters to hop between acts with ease. Beneath a dusky pink sky, Inhaler frontman Elijah Hewson seemingly defies the scorching temperatures as he dons a heavy leather jacket while the Dublin four-piece roll out rousing indie anthems that fuel the swelling crowd’s enthusiasm.

British indie dominates day one of Cala Mijas. It’s a bit like being tuned into Radio X for six hours solid: a haven for the majority of the ticket-holders here, but it’s at odds with the eclecticism elsewhere. After The Lathums’ happy-go-lucky anthems uplift the main stage, Stockport gang Blossoms churn out a fun and punchy if sometimes repetitive set, with frontman Tom Ogden playing the role of a silk-shirted compere. Accompanied by additional percussionists and backing vocalists, the five-piece’s buoyant cover of The Human League’s seminal ‘Don’t You Want Me’ sends the crowd into a frenzy.

You’ll find buried treasure in the festival’s pockets, however. As the weekend rolls along, there’s variation across genre – see Sen Senra’s strikingly theatrical show, which dazzles with its club lights and formation dancing. The Spanish alt-pop sensation giddily interacts with those sprawled across the barrier and waves around the many fan art posters that are thrown onto the stage. Later, James Blake offers a more grounded take on left-field, his warped soundscapes whizzing from the Victoria stage.

Belgium-based dance duo Charlotte Adigéry and Bolis Pupul turn La Caleta – ‘the cove’, a small, tree-adorned area – into a sweltering rave as Popul shows off his impromptu voguing skills with the intensity of a regular on the Harlem ballroom scene. ‘Ceci n’est pas un cliché’ is so lively that Adigéry asks the pogoing crowd to look after themselves, but they ignore her advice, losing it at the first sign of ‘Blenda’’s rubbery beat.

Nathy Peluso’s breathtaking performance is a similar triumph. Bedecked in a white hooded bodysuit à la Kylie’s iconic ‘Can’t Get You Out Of My Head’ costume, the Latin superstar uses her enviable strength and stamina to deliver a gymnastic spectacle. She pirouettes through Flashdance-style choreography, enters a boxing match with a band member, jumps through a skipping rope workout, and – phew! – throws in a bit of aerobics, flitting between push-ups and lunges. As her pop fusion swerves through trap, salsa and soul, Peluso amply compensates for flickers of complacency elsewhere.

Still, it’s undeniably impressive for an inaugural edition of a festival to boast such influential and in-demand headliners. Arctic Monkeys’ masterful showcase of their near-two decade career finds the Sheffield band in a loose and playful mood, as Alex Turner transmutes his comedy chops into pure energy. “We’re going to workshop some stuff tonight,” the frontman says by way of a mocking intro to ‘Cornerstone’. He goes on to play around with vocal improv: “Shiver me timbers!,” he shouts after holding a long note without wobbling. Turner might be taking the piss, but when he lets his rich baritone soar, he finds meaning in it too.

Then there’s Nick Cave and The Bad Seeds’ hauntingly beautiful show, with all its buzzing guitars and insistent pace. A thrilling ‘Get Ready For Love’ comes early in the set, before Cave slow dances with a fan during the intro to ‘Red Right Hand’. He makes such a clear and direct connection with those who love him that it is impossible not to get carried away on waves of communal joy. There’s space for wisecracks, too: “I love you too, but why have you got a fucking Kraftwerk shirt on?”, he quips at a heckling fan before the German band follow after his set. A vast crowd remains in place for the electronic music pioneers, whose astral, career-spanning show is perfectly timed as the audience’s mood shifts from singalong to party.

On Saturday, Cala Mijas’ minor organisational gaffes come into focus as fans migrate to the main stage for Liam Gallagher, whose rowdy, timeless songs find a brilliantly incongruous backdrop in La Cala’s gorgeous rolling hills. Snaking bar queues – which cause some overcrowding – might be attributed to staff seemingly learning how to pour pints in real-time, as they continuously fill overflowing buckets with excess foam. Yet Gallagher’s renditions of Oasis classics, including a particularly strident ‘Cigarettes & Alcohol’, encourages a flurry of baptisms by beer, heralding a scene of flying drinks glasses being tossed into the air.

As he plays commanding leader to a congregation of those who practically worship him, Gallagher remains at the top his game: he charges through anthems old and new, as newbie ‘More Power’ proves to be a rousing mix of soul and stoicism, before ‘Live Forever’ pivots into a choral lullaby. As the latter reaches its mighty peak, the crowd sighs, then roars – regardless of this festival’s visible teething problems, nothing beats moments like these.