Move to Valencia Spain

Hi everyone. I'm a 37 year-old Non EU Citizen Malaysian (I'm not muslim) who has been living in Japan for more than three years now. I have a good stable job in Japan. I previously studied in Japan for four years, then left, and later returned to work here for another three years. I also lived in Georgia (the country) for a year.

I'm planning to enroll spanish language course that will also includes in my studies. I can speak 7 languages.

Next year, I’m planning to move to Valencia, Spain to continue my studies and hopefully find a job or start a business there. However, I’ve seen many posts about how difficult it is to find a job or a well-paid job in Spain. Even many Spaniards seem to be struggling with the rising cost of living.

My question is: should I do more research before seriously considering a move to Spain? And what do you think about living in Valencia? I know Japan is a very safe country, but I’ve heard that there are many pickpockets in tourist areas of Spain. It sounds similar to what I experienced when I lived in Georgia.