How bad is danger in Malaysia?

I'm 14 and im going to kuala lumpur in Malaysia with my family in a few weeks. I want to know how bad danger is over there. Iv'e heard there's alot of Theft & Pickpocketing, but I want to know excatly how bad is it, and what I have to look out for, and is there a chance something like pickpocketing would happen to me?? Thank you :)