I'm sorry but find a beach in Playa? Playa means beach in Spanish.
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No, it's not confusing, just you can't say Playa. If I told you to go to Playa in Fuengirola, you wouldn't know which beach I was talking about. If I said go to Playa Rosa, you could search it. By the way, Playa de Palma will be a stretch of the beach, not an actual place, people may say go to the pizzeria **** in Playa de Palma, but that is because it will make it easier to find. I'm a Spaniard by law, not a know it all lol.