Kuala Lumpur On your first full day in Kuala Lumpur, take a trip to the Batu Caves. Head north of Kuala Lumpur and spend the morning exploring a Malaysian National Treasure. Batu Caves a limestone hill is home to a series of caves and a sacred site for Hindu believers. view the impressive shipping Straits of Melaka and the Old Portuguese forts. . Enjoy a delicious seafood dinner at a local fishing village before to be delighted with a boat ride searching for the magical fireflies.