Change of main destination after Schengen visa is issued

There are several approaches to this problem, none of them perfect:

• Contact the Spanish consulate before the trip and ask them what to do. That's the safest and most proper way but it could be a bit difficult to reach someone who can actually answer your question, especially if that particular consulate uses a third-party outsourcing company to handle visa applications. In all likelihood, they will tell you they can't do anything and you can still use your visa but then you can print the email conversation to show that you were completely upfront about the change and did not try to hide anything. Take that print-out with you when crossing the border. See Use of unused Schengen visa to travel to Switzerland

• Just show up at the border. If you are asked, explain what you will do and why you changed your plan. Be truthful and genuine but do not volunteer information you are not asked about. Chances are you won't have to provide too many details but even if you do, you will probably be fine. Have as much documentation as possible with you to establish your trip is legit (including hotel bookings, return ticket, etc.)

  You could also change your itinerary once more. That's not really an alternative solution but it would help avoiding problems when questioned at the border. Adding Malta and a few more days in Spain or Italy is less likely to raise issues if you still go to France (where you initially planned to stay the longest) or Belgium (which issued your visa). Removing them entirely from the itinerary is a radical change that is more difficult to justify credibly (How come you are still traveling when the very reason for your trip disappeared? Who plans a holiday to France, a conference in Belgium, or whatever it is you planned and then decides it's going to be Malta instead? That's not going to sound good to the border guards).

• Lie at the border. Generally a bad idea and it could backfire badly. But the truth is that many people get away with it because you will not get any stamp when crossing internal borders so the fact that you did not go to France will not be readily apparent to the border guards in Rome.

  Do realise it's very easy to trip yourself up (“What's the purpose of your trip? Can I see your ticket for Belgium? How will you get there? Do you know where the train to France leave Italy?“) and once you have lied, there is no coming back. If you stay truthful, the worse that could happen is to be denied entry or, possibly, to see your visa revoked. It's unpleasant and it would ruin your trip but it would not damage your credibility as much as an annulment. But if your visa gets annulled, it will be much more difficult to get another Schengen visa in the future.

  So lying is definitely not recommended but it ought to be mentioned for completeness and to explain why you might encounter people telling you they did it and it went fine.

Incidentally, why did you get a visa from the Belgian embassy? That might raise some questions as well…