I took a train (you can buy the tickets from the vending machine) from KL Sentral to Bukit Bintang, where my hotel was. Side note: Bukit Bintang is one of the better places to stay in, as the other areas tend to be too touristy or not central enough to all the attractions. Although the check-in was at 3pm, my logic was to leave my luggage at the reception till check-in time so I won’t have to be burdened by it while walking around (as I absolutely had to grab breakfast lest I faint). Capitol Hotel Kuala Lumpur had rave reviews on tripadvisor, and I saw why when I walked in and gave them my Agoda voucher – they let me check in at 10am. Best-thing-ever.