At 10:30 each day the tourist association provides a 1,5 hour guided walk. The walk covers the market and some of the nearby streets and sights. And it is run free.
A volunteer guide with a loud speaker and a passion for the city talks you through some of the history of the city and why the market is where it is.
Then they take you along the Klang river, past old colonial administrative buildings,
then to the original Little India area (Little India has been relocated and is now in Brickfields near KL Sentral station), through some of the backstreets and to the Chinese Sze Ya Temple,
The guide points out some places to eat if you are interested in returning after the walk.
The pace is gentle and it is a nice way to soak up some atmosphere. You do not need to book, just wait near the information counter just inside the doors at the front of the market.