Thaipusam is perhaps best known for the procession of Hindu devotees who, on the day of the festival, carry a burden called a Kavadi.

Read more from the original source: 
Thaipusam:body piercing to show devotion – Dim Sum Diary

We went to the Batu Caves in Kuala Lumpur, (KL is awesome by the way)… and i can't remember any of the significance of any of this so I'm going to make it up

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Malaysia, part 2- Batu Caves in KL