1) Documents
Make sure you got your passport and visa. You might need a traveling insurance too. Remember to write down all the emergency numbers and put it in your wallet/purse.
Emergency Numbers You Must Have With You All The Time
2) Money
Most retail outlet accept Visa and Master Card. You can bring Traveller's Cheque too. You might want to bring some Malaysian Ringgits and some loose change. You can bring your countries currency too and change it here in Kuala Lumpur. Try not to change it in the airport because money ex changer there usually give lousy rates. Money ex changer in KL usually give better rates. Do not bring more than RM 1,000 (in Malaysian Ringgit Currency) or RM 10, 000 (in foreign currency) per person in to Malaysia. Any amount more than that, you might need to declare to the Custom Department.
3) Camera
Get a good camera. Perhaps, you might want to buy it in Kuala Lumpur. It is tax-free here.
4) Clothes
It is hot and humid here throughout the year. So bring some light clothes. Bring some formal clothes especially when you want to visit Government building or mosque. It is a conservative society here in Kuala Lumpur, so you may be expected to cover up yourself decently.
5) Medications
In case you are on any medication, please do remember bring along with you. Please bring your doctor's prescription too. For over-counter-medications, there are plenty of pharmacist in KL, so you can buy it here in case you are not feeling well. Plus health care system here is pretty good. If you are
Yellow Fever Vaccination Requirement For Visitors from Endemic Countries (KLIA)
6) Mosquito repellent
Yes, get one which you can apply on your skin. You might need this.
7) Umbrella
It rains unpredictably here in Malaysia. It may be a bright hot sunny afternoon at one time and a huge pour of rain at the other hour. In addition, you might need the umbrella to shade yourself from the hot sun.
8) Power adapter
In Malaysia, it is 240V and we use this plug:
9) Smartphone with Google Map application
Save the entire Kuala Lumpur Map into your Smartphone using Google Map. You might want to refer to this website: http://www.pcadvisor.co.uk/how-to/software/3459515/how-save-google-maps-offline/
10) Bottle of water
Always carry a bottle of water with you. It is really hot here and you might want to keep yourself hydrated. Drink only bottled water.
BY THE WAY, please do NOT bring the following:
1) Drugs
2) Drugs
3) Drugs
4) Drugs
5) Drugs
Yes, entering Malaysia with illicit drugs is a serious offence and the penalty is Death Sentence.
Some other prohibited things you must not bring to Malaysia.