I don't know about Burgos, but I ran across this information on the internet on some "study abroad" web site ( http://www.spanishabroad.com/teenprogs/cityg_sanseb/sanseb_weather.htm ):

"WEATHER: SAN SEBASTIAN

Temperatures are mild throughout the year, with rain more frequent in the spring and autumn, temperate winters and summers that are not too hot. The best time to visit San Sebastian is during the months of June through September. During this period the average temperature is 20° Celsius (68° F) during the day and a little cooler at night. A light pullover may be useful at night.

The autumn and spring months bring mild temperatures around 12°-16° Celsius (54°-61° F) and during the winter months the mercury averages around 8° Celsius (46° F). It is a good idea to bring warm cloths and something to protect yourself from the frequent rain showers.

For beach goers the average water temperatures range from 9°-13° Celsius (48°-55° F) in the winter months and 19°-22° Celsius (66°-72° F) during the summer."

Since you're going in late May, you'll probably want to plan on the low-end of the summer temps mentioned above. Have a great time! I'll be sailing through San Sebastian in early May - not expecting much beach weather, tho.