The Spanish Transparency, Access to Information and Good Governance Law establishes the rules on the access to information procedures in Article 17, one of which is identifying the identity of the requester. This is not necessarily a problem, given that many access to information laws around the world also ask for such information in order to direct the response directly back to the requester, the difference and real problem in Spain is that access to information is considered an administrative procedure and therefore making requests comes under administrative procedure rules.
The following mini report by Access Info outlines the reasons against obliging citizens to identify themselves when making access to information requests.
You can read the report in Spanish 
or in English