hey viator,
try message options (press F10 and scoll to options). you can set a message box to appear for announcing arrival of leaders. or you can set it for text. obviously, the first is preferable.
with conquistadors have a little gold conquistador type helmet somewhere on the right hand side of the info screen.
if its only 1496, hang on. some will appear very soon.
goto colonization screen and see which ones are coloured green. those ones are usually colonizable. in some cases you can only place a trader. try to make at least one port in the new world.
as a general rule for spain, go west. thanks to Treaty of Tordesillas, you have an advantage over competitors in exploring most of the new world. also in the enw world you will find inca and aztecs, who are rich and weak. and you as spain, have free CB's on them. dont pass this up.
learning the controls takes some getting used to, but it will come.
patience,
sg