Quick answer: Kuala Lumpur runs about EUR 55 per day mid-range - noticeably less if you eat local and walk. Cheapest window: May-August - relatively drier; short heavy showers are possible year-round in this equatorial climate.
What things actually cost
roti canai with dhal
0.70 EUR
teh tarik
0.50 EUR
LRT ride across town
0.60 EUR
nasi lemak at a stall
2.50 EUR
Grab ride within the center
2 EUR
Petronas Towers observation deck
20 EUR
Eat well for little
Nasi lemak at Village Park Restaurant - coconut rice with crispy fried chicken, about 3 EUR
Banana leaf rice in Brickfields or at Kanna Curry House - refillable curries on a leaf, about 4 EUR
Roti canai with dhal at a mamak stall - flaky flatbread breakfast, about 0.70 EUR
Char kway teow from a Jalan Alor wok stall - smoky fried noodles, about 2.50 EUR
Teh tarik (pulled milk tea) anywhere open late - about 0.50 EUR
Money mistakes to avoid
Trying to walk everywhere - KL is spread out and hot; use the LRT/MRT (0.30-1 EUR) or Grab between districts
Arriving at Batu Caves after 10am - come early to beat heat and tour buses, and keep phones and snacks away from the monkeys
Taking street taxis that refuse the meter - book Grab instead, it is cheap and fixed-price
Dressing for the beach at temples and mosques - shoulders and knees covered, and robes are provided at Batu Caves and Masjid Negara
Transport without the tourist tax
The KLIA Ekspres train reaches KL Sentral in 28 minutes for about 10 EUR; a Grab car costs 15-18 EUR and takes about an hour. In town, the LRT/MRT network (0.30-1 EUR per ride) plus Grab covers everything.