I remember walking round a market in north-east Borneo and kids running up and touching my hand and running away again because I was attracting attention as I wasn't Asian. I'm not overly tall but I was still head and shoulders taller than most adults there.
Curiousity can be a bit tiring when it's you it's directed at you but it's also a great thing if you can separate it out from your situation. It can be too easily transmuted into jingoism and xenophobia simply by growing a few years older.
Even the most well intentioned people often don't realise how annoying (and often demeaning) naive curiousity can be though. I've travelled in some out of the way places but by a long way I found the hardest place to remain patient was when I lived in the US for a couple of years. On hearing my accent and learning I was Scottish I constantly had a stream of very often inane questions, such as "do you have electricity there?", "have you ever seen a microwave oven before?", etc., along those lines. Very often it is hard to remind yourself it is genuine curiousity and not insulting when these questions are coming from fairly well educated adults.
When you appear different in some way it is only to other people, to you you are just the same as everyone else and that's what makes it hard.
Sorry, I can't offer any practical advice other than to say I've also wondered what to do. Generally, if it's kids on their own I've played along as they're just having fun and learning something, if it's kids with their parents (particularly in a country like Spain which isn't an insular place) then the parents really should know better. If it's adults, smile politely and try your best to stay patient. Being as curious about the other culture as they are of you can be very helpful. I remember when I was about 26 or 27 spending a great day with some Maya people about the same age because I showed an interest in the Mayan way of life and culture. I got taken into the jungle on horseback, shown the places they hold sacred (and not the tourist parks), shared food with them all in return for being interested in how each other live.