Mining is a great alternative to buying bitcoin. Moreover, you can mine a coin at a price much lower than the market price. As for the country of Malaysia, I will tell you that there are risks of buying cryptocurrency anywhere. To stay up to date, check out how to buy bitcoin in malaysia https://minery.io/blog/how-to-buy-bitcoin-in-malaysia/ . You will immediately understand on which exchanges it is best to buy coins, and what to do after the purchase. How to protect e-currency on your wallet.
Since there are many scams out there, I recommend buying bitcoins only on trusted cryptocurrency exchanges. One of the best is the B2Cash cryptocurrency exchange - https://b2.cash/. Here, by the way, you can buy cryptocurrency for cash.