Mosquitoes are often rife here, so come well prepared with insect repellent and burn citronella candles by night if you're in your own villa.
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Palma de Mallorca is considered to be generally safe, even after dark. Yet, tourists are still warned to avoid walking alone at night in certain areas like El Terreno and Old Town. The Balearic Islands are known to have clubs where people “do drugs”, so be cautious.
Generally speaking, mosquitoes are most active around sunrise and sunset. They rarely come out during the middle of the day when the sun is out, since direct sunlight and high midday temperatures can quickly dehydrate them.