You can post packages ahead to yourself. Write on the parcel “Peregrino” and also your expected date of arrival. You will have to show your passport or ID when you collect your parcel so write your name on the package as it appears in your document.
EG: To Santiago
Jones M. A.
Lista de Correos
15780 Santiago de Compostela
A Coruña
You can also get letters from home. For France, have people write to you Poste Restante, in Spain Lista de Correos. In each case, they should put your surname first, in capitals. When you go to collect mail, take your passport as ID; and to be sure, ask them to check under your first name as well as your surname.
Here's a list of places along the le Puy route and the Camino Francés, with postal codes, 2 or three days apart.
Poste Restante Lista de Correos
43000 le Puy-en-Velay 31080 Pamplona (Navarra)
48120 St Alban-sur Limagnole 31100 Puenta la Reina (Navarra)
48260 Nasbinals 26080 Logroño (Navarra)
12190 Estaing 09080 Burgos
12320 Conques 24080 León
46100 Figeac 24700 Astorga (León)
46160 Marcilhac-sur-Célé 24400 Ponferrada (León)
46000 Cahors 27600 Saria (Lugo)
82200 Moissac 15780 Santiago de Compostela (A Coruña)
32700 Lectoure
32100 Condom
40800 Aire-sur-l'Adour
64190 Navarrenx
64220 St Jean Pied-de-Port
In France, you'll be charged €0.46 (i.e. the cost of a standard stamp) per item that you collect from Poste Restante. Collection in Spain is free.