Kota Kinabalu is the capital of Sabah. It is also one of the friendliest placest I have been. People will wave and call out to you as you pass by, often stopping to talk to you.
It is worth heading over to check out at least one of the islands off Kota Kinabalu if you enjoy a nice beach and a bit or snorkelling. You can also attend some diving schools that will take you here after you complete your learning and exams. Camping is also an option on one of the islands. The islands off Kota Kinabalu are likely the only place you will be finding some nice water to swim in. Around Kota Kinabalu itself, it is the usual asian story of rubbish filled dirty water.
There is a hike up to a view point. The entry is not the easiest thing to find. I actually started looking too far down and never made it, so can't report on how nice this is.
Kota Kinabalu musuem is very, very bad. Don't go there for fear of dying from boredom. Someone suggested that this once was a decent place, but lack of funding sent it backwards. I'm don't know whether I believe them ;) Repeat, don't go to Kota Kinabalu museum. Kuching's museum in Sarkawak is also meant to be worth a visit though and I thought that was really bad as well... so did some others I talked to.
Near the museum is a nice big mosque.
Nightlife in Kota Kinabalu seemed pretty dead when I was there. The locals head out on Wednesday for ladies night and Friday and Saturday. The irish pub seemed to be the most liveliest. The world cup football was on when I was there and I was told that things weren't quite normal in terms of nightlife while I was there.