In Malaysia, people don't normally practise tipping. Meaning, you don't have to tip unless stated otherwise. Of course, it is not wrong to give a tip, anyone will be more than happy to receive it. If you go to a restaurant or something like that, there will be a service charge of 10%. This will be charged into your bill. This service charge is meant to cover the tipping and such. But if you're generous enough, you can give some extra tipping. For some wait staff, when you return the change for the bill, they will just leave the coins behind and take the rest.

That being said, it is common, even for locals, to tip the waiter / waitress that serve you at bars/pubs/clubs. In a crowded standing room only club, sometimes you can get a chair, or better service for the rest of the night, by tipping the waiter RM5 or RM10. Another good place to tip is the pool. Most tourists sign to the rooms, so the people that serve at the poolside restaurants don't get tipped very often. If you plan to stay for a while and would like to be remembered at the poolside, bring some small change for a tip for the people who work there. One good habit to get into is to leave a small tip for room service on the first night of your stay. You can do that by putting a small note on the pillow when you leave your room in the morning. By doing that, you hope that they will do the room better, and also not be tempted to take something else you may have left in the room. 

Most Malaysians are really friendly and welcoming but if you're a woman, you can avoid a lot of stares by covering your chest, arms and legs or at least dressing a bit conservatively. It is especially advisable in the smaller towns and villages and in Kelantan (the province nearest the Perhentian Islands) and Khota Bharu as it is the most conservative and religious part of the country. You can also get less unwanted attention by wearing a small scarf on your head. It's OK to wear what you want on the islands. A combination of cinema and maybe the behaviour of some tourists gives some natives the wrong impression of western women. But when you go to other countries, it's rude not to respect their culture so at least make an effort!