Malaysia grants Azerbaijani citizens visa-free entry. On an ordinary passport you may stay up to 30 days per trip. Your passport must be valid for at least six months after the date of arrival.
The border service may check your return ticket and proof of accommodation. In some cases you may need to complete an online entry form before arrival, so check the current rules before you fly.
Kuala Lumpur, Langkawi and Penang are chosen both for city breaks and for beach holidays. As the flight is long, the route is usually built through the Gulf cities. Viza.az compares the flight options via the Gulf and arranges hotels and the internal route.