The rail network, in short
KL's rail system is actually four overlapping systems sharing interchange stations: the LRT (two lines, Kelana Jaya and Ampang/Sri Petaling), the newer MRT (Kajang and Putrajaya lines), the single-track KL Monorail looping through the tourist core, and KTM Komuter commuter rail reaching further out, including to Batu Caves. You don't need to memorise which is which — journey planning apps will route you across all of them as one network.
Buying tickets
Token-based single-journey tickets are available from machines at every station, and a rechargeable stored-value card (covering most of the network) is worth getting if you're staying more than a couple of days — it saves queuing at machines each trip.
When to use Grab instead
Grab makes more sense than rail when: you're travelling late at night, carrying luggage, going somewhere without a nearby station, or travelling in a small group where splitting a fare beats several rail tickets. Traffic can make Grab slower at peak hours, so for a straightforward station-to-station trip during rush hour, rail is usually faster and more predictable.
Stations can involve a fair bit of walking between platforms at interchange points — build in a few extra minutes when connecting between lines, especially at KL Sentral.
Walking
Individual districts — KLCC, Bukit Bintang, Bangsar — are walkable once you're in them, connected by covered walkways in the city centre. Walking between districts is a different story: distances are longer than they look on a map, pavements are inconsistent, and the heat makes it less appealing than it sounds. Treat walking as a within-district tool, not a between-district one.