MT4 is old, we know (since 2005; for software it's like the stone age), but Malaysians are still sticking with it over its newer counterparts. Why? Because other than old habit, it works and that’s what matters. Almost all brokers offer it without complaint.
Downloading isn’t the hard part
Get it from your broker’s site or from source directly; both work fine. Downloading from the broker means it usually come pre-configured, which saves a tiny bit of hassle. Regardless, desktop, mobile and web versions all sync together if they’re with the same broker and login details, so you can manage trades on both.
Picking the right broker is more important than the trading software
Remember: MT4 just shows you what’s going on, and sends your buy/sell order through the internet to your broker. This broker is the one actually executing trades for you so your broker needs to be appropriately regulated and reliable. Unfortunately it's the most common mistake, spending hours learning chart buttons while totally ignoring who actually has your money.
There's a definite learning curve
Your first time using MT4 can feel quite overwhelming. There's order entry windows, charting modules, navigators, and this 'Expert Advisors' folder. Just spend a good week getting your hands dirty (instead of just watching other people demo on YouTube) and the process begins.
Expert Advisors are tempting, potentially dangerous
Automated trading through EAs is the best thing about MT4 in the eyes of many. Malaysian forums are crawling with people selling guaranteed-profit EAs which mostly, and almost always, do not work as promised. Use only EAs that you backtest yourself; never believe a polished website and an unrealistic sales pitch.
Demo accounts are there for a reason, USE IT RIGHT!
Don't be in a rush to 'go live'. Spend substantial time playing in your demo, understand exactly how orders are filled, how they perform at the onset of major news releases (spreads will become your arch-nemesis), and just get to know how the software functions under various conditions. It's boring, but it's how most people lose money in the first week on real cash.
It gets confusing with MT5, just a heads up
As many Malaysian brokers push MT5 nowadays, do not confuse it to be the older version of MT4 with new features: they're not fully compatible and you cannot move EAs or indicators from one to the other without a lot of work. Make sure you confirm with your broker.