Do I have to travel to Spain first with a Schengen visa issued by Spain?

According to Schengen rules, you should obtain your visa from the country of your first entry or the country where you will spend the most time. If you have obtained a visa from Spain, it is expected that you make your first entry into the Schengen area through Spain. Entering from a different country may lead to questioning at the border, but it usually doesn't cause problems if you can justify the change in your travel plans (e.g., flight change).