From the Lanzarote guide

Origin of the People

The origins of the initial inhabitants of Lanzarote and the rest of the Canary Islands, the Guanches, remains something of a mystery. Some historians believe the Guanches, a cave-dwelling Cromagnon race, were of Egyptian origin because of the similarity in their methods of mummifying corpses. Others favour the more romantic view that the Guanches were indigenous, the remnant race of the lost continent of Atlantis.

Yet others believe a Scandinavian or Carthaginian origin, due to the seafaring nature of those people. No charter flights existed in those days so the original inhabitants must have come by sea, although there is scant evidence on how they actually arrived at the islands. Theres certainly a striking similarity between the physical characteristics of many modern Canarians and their possible distant cousins of yesteryear, the Vikings.

Many Lanzaroteans are tall, fair-haired and blue-eyed, looking nothing like their short, dark fellow countrymen on mainland Spain (locally known as La Peninsula). But racial mixing since the Spanish Conquest of the islands has provided a rich paella of peoples now living in the all of the seven Canary Islands.

What seems most likely of all the emerging theories is that the Guanches came originally from north Africa, from the Berber people who may well have had Scandinavian ancestry. But more of the Guanches later. At this stage, suffice it to say that well before Spains domination of the Canaries, there was already a strong connection between the Fortunate Islands and Europe. Writers of Ancient Greece and Rome also bear witness to sea voyages from the Mediterranean to these islands...