If you are a EU citizen and your stay in Spain is longer than 90 days, you must apply for the European Union Citizen Registration Certificate. 

In Valencia,EU citizens can apply for certificate at the Police Station on Calle Bailén (C/Bailén, 9. Valencia). You must request an appointment first. More information.

NOTE: if you already live in Spain but do not have a NIE, you can apply for the EU Citizen Registration Certificate and obtain the NIE at the same time.