Hi, I posted this as a reply to someone who was arriving a couple of days before me, but it's relevant to your question too:
Hi, why don't you stay the night in Bayonne? Bayonne, if you have never been, is a fantastic small city and arguably one of the jewels of SW France. It also has a rich history and religious/pilgrim heritage. There is at least one small private albergue in Bayonne, the one I know of is right in the centre near the Cathedral but it only has space for a few pilgrims. There is actually a lot of very reasonably priced, very good accommodation in Bayonne too on Airbnb, plenty of it cheaper than the albergue- I checked a couple of days ago. Just google 'bayonne france' and then click on images and see for yourself how nice it is. I'm doing my first one too in March but a few days behind you, my flight is to Bordeaux and I'm getting the TGV from there to Bayonne station, arriving at around 1730 so I could catch the train to StJean if I wanted to. It'll be a long 13hr day of travelling for me so staying in Bayonne will suit me fine. I'm planning to head to StJean the following day, around lunchtime maybe later and then spend the remainder of the day checking out StJean (also supposed to be nice) before getting an all important early night before heading out the next morning.
I'm reading a lot of stuff posted by people who seem absolutely desperate to get to StJean the same night they land and willing to pay exhorbitant prices for taxis etc and then they are walking out the next morning. I just don't get it....by doing that they won't get to see any of StJean (or Bayonne/Biarritz) and they will be engaging in the first long stage of a long walk possibly still tired from all the travelling the day before. From what I can gather, the first part of the Camino, the arrival in StJean and the town, the morning you leave are significant points in your Camino and should be savoured...we'll see I guess.
I'm on a limited schedule to complete it all and might get shot for saying this, but I'd rather jump on a bus and miss out on one of the later less appealing parts of the walk and make a day back up that way than rush the start of it, but other opinions are available of course
By the way, I don't work for the Bayonne tourist board...and Biarritz is also great too, a bit more geared towards the summer etc but stuff is open, I've stayed there twice before at the end of Feb/beginning of March and it's been OK.
For an idea of what kind of prices you're looking at, I saw rooms starting at around 18 EUR on airbnb within 5 mins walk of old town and the station, the albergue is 20 EUR I think.
BC!!
