Malaysia is a predominantly Muslim country and the level of tolerance for homosexuality is vastly different from its neighbours. It’s illegal for men of any age to have sex with other men. In addition, the Islamic sharia laws (which apply only to Muslims) forbid sodomy and cross-dressing. Outright persecution of gays and lesbians is rare.
Nonetheless, LGBT+ travellers should avoid behaviour that attracts unwanted attention. Malaysians are conservative about all displays of public affection regardless of sexual orientation. Although same-sex hand-holding is fairly common for men and women, this is rarely an indication of sexuality; an overtly gay couple doing the same would attract attention, though there is little risk of vocal or aggressive homophobia.
There’s actually a fairly active LGBT+ scene in KL and a slightly more discreet one in George Town. Start looking for information on www.utopia-asia.com, which provides good coverage of LGBT+ events and activities across Asia.