They did warn us 
Tom and I have downloaded the right forms from the internet, filled and printed them, and went to the police station.
Everyone going in was obliged to explain the nature of their business, put their things in a scanner, and themselves through a security gate. I can understand that.
When it was our turn I said I came for an NIE number. We had to follow the policewoman. No stuff through the scanner? No, that was not necessary. Even the blaring sound of the security gate was no problem, she just waved to another guard that we were cool. (I sure hope I am not putting any wrong ideas in someone’s head, lol).
Oh well, we can’t request an NIE without a statement of for example a phone company or a bank in which they state we really need it. I made remarks about ‘Kafka’ and ‘odd’, but it’s better not to be funny in a Spanish police station!
To be continued…
(Not being funny reminds me of a sign in an Australian airport that actually said: don’t try to be funny, because customs might take it the wrong way!)