When you start living full-time as male, it can be quite awkward at first if you don't fully pass - I remember it very clearly! However, I did find that the majority of people, if you introduce yourself using a male name and pronouns, and they're not 100% sure of whether you're male or female, will simply accept that you're male and not challenge anything. They might look slightly surprised, but that's about it - they won't try and contradict you. Of course, I don't know you, or how well you pass, and I don't know the people who will be on your Spanish course either - so your experience may well be different!
As for irritating the others on the course - well, in my opinion, that's just tough! If you introduce yourself as male, use male pronouns etc, they need to respect that. If anyone tries to correct you, stick to your guns and make it clear that you do know the difference and that you're deliberately using the masculine forms.
As far as toilets are concerned, my usual advice is to use whichever one feels safest! It took me a while to start using the men's toilets full time - for a while I was using a mixture, depending on where I was, but it gradually - without a conscious decision on my part - got to the point where I wouldn't dream of going into the women's toilets.
Swimming is always a tough one - if there aren't individual cubicles, I'd suggest going with the change in advance option - or change in a separate toilet somewhere I guess. If you're with people from your course, and are using male pronouns, name etc, you don't really want to confuse them by using the women's changing rooms. I'm not sure what you mean by not being allowed to use the women's changing rooms looking as you do now though - I know plenty of butch dykes who look very masculine but would never dream of using anything other than the women's changing rooms. If you're female bodied, and choose to use women's changing facilities, I can't see that anyone would actually have grounds to stop you!
You might decide that it's better to be open from the start about being trans and explain it, or you might decide simply to give your name and use the masculine word forms from the start - that's up to you, and how comfortable you feel in the situation. I've done both at different times, but it's generally never been a planned thing, I've always just gone with what seems best at the time.
Good luck, enjoy your course, and let us know how you get on!
Dave