There are some Malaysian PFers on tPF and hopefully they'll chime in.
I travel to Malaysia for business and enjoy the culture, food, and holidays/customs the population of Malay, Chinese, Indian and Muslim people add to it together.
Just like any new roommate, all of you guys will soon learn all about each other - who's messy and who's neat, food preferences, studying preferences (e.g. home or library), religious & political beliefs, interests/hobbies, "partying" preferences (e.g. drink alcohol or not), etc.
If I were you guys, I'd just do the best to make her feel welcome in your dorm/apartment and include her in your activities. If she's coming to the US from Malaysia, she'll likely appreciate your warmth and friendship.