Nómina

A nómina is a Spanish payslip, and asking for several months of them is the standard opening move of a Spanish rental application. For someone who has just moved to Spain it is also, obviously, impossible.

The demand is rarely personal. It is a field on a form that an insurer's file needs filled, which is why explaining that you have only just arrived changes nothing — the person you are explaining it to is not the one deciding.

Equivalent evidence from your own country usually can be substituted: foreign payslips, an employment contract, tax certificates, pension statements. Expect sworn translation to be requested on some of it, and expect self-employment to be treated more strictly than salaried work.