Social Security Number
Social Security it’s a public system of protection whenever sickness, disability unemployment, accidents at work, maternity or loss of a family’s sustain hits. Before starting to work, you must ask for you to be put in the system.
The company that hires you is the one that does such a thing but first, you need to obtain your social security number.
This number can be obtained via online -only with the digital signature- or on-site in every other Tax and Social Security Office. Non-EU people will need the work permit and the NIE number before starting this procedure.
On this link you will find more information regarding the social security number and the steps needed to be done in order to obtain it.

Taxes
Non-EU workers who are Spanish residents, as well as national workers- are subjected to the tax on natural person’s income (Or IRPF). Companies deduct monthly according to tables that follow the worker and their personal and family situation retributions.

In order to levy this tax, the NIE is mandatory so the first step in order to be hired in Spain would be getting said NIE.

Unemployment
Both EU and Non-EU workers who have their legal residency in Spain will have access to unemployment aid as long as they are registered as job seekers.
For more information you can check the following link.

If you are a non-eu citizen and you want to go back to your country check what would be the requisites and the information required to be able to cash in the piled up and down payment for unemployment in the following link.