Twelfth Night, not Christmas Day, is when Spanish children traditionally get their presents, and the evening of 5 January is the biggest night of the season for them. Palma does the arrival properly: rather than a float rolling in from the ring road, the Kings come across the bay on the llaüt La Balear — a traditional Mallorcan wooden boat — and tie up at the Moll Vell at six in the evening.
What to expect. The landing and official welcome at the old quay, then the cabalgata itself: decorated floats, bands, dancers and helpers working their way up Avinguda d'Antoni Maura and into the centre, throwing sweets to the crowd the whole way. Children bring bags. It is free, it is packed, and it is one of the best things you can take a child to in Spain.
Practical bit. Get a spot along the route an hour ahead if you have small children with you — the front rows go early. Almost every town on the island runs its own cabalgata the same evening, so if Palma looks too much, the ones in Alcúdia, Pollença and Sóller are smaller and easier. A hire car matters here: buses are on a holiday timetable and the parade closes the centre.