It's totally OK to speak Spanish in every place.
Catalonia is the most likely place to be confusing, everyone will talk to you in catalan, but not being Spanish, no one will find it rude if you speak Spanish.
In fact, catalans are good businessmen and they care a lot about tourism, it's the most touristy place of the three, so they will be very helpful indeed.
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Need info about Bilbao? ask me!