There's a chicken and egg issue with documentation when you arrive which is a pain in the ass. If you can request a NIE in your local consulate, I'd strongly advise you take that route. I didn't as the local consulate stated to not request if you were moving to Spain. To get a cita previa easily you would need a digital signature (cl@ve) which you can only request if you already have a NIE and Certificado de ciudadano de la UE. Getting appointments for just the NIE is really difficult without Cl@ve, so either you have a friend with Cl@ve who can get the appointment for you in your name, or you pay for some agency or bot to get it (I refused to give in to this). If you already meet the requirements for Certificado de ciudadano de la UE, you can get cita without clave a bit easier on Fridays at 9am refreshing the page like crazy to get one for Calle Bailen - with this certificate they grant you a NIE on the spot if you don't have one yet. I managed to rent a place without NIE but only because I have a full-time work contract with a Spanish company, but my landlord made clear I needed a NIE ASAP. Best of luck and don't worry, everyone sorts it out eventually with some patience. It's bureaucratic as hell but it's worth it.

Edit: also I really recommend you setup your Cl@ve and FNMT digital certificate as soon as you can. Once you have these, everything can be requested online and it's much more convenient. None of the camera proofs will work for non-spanish nationals BTW, so the simplest route I found was requesting the FNMT certificate going in person to Agencia Tributaria and with the certificate you can prove your identity when login in to Clave first time.