What insect is this with 'horn' at the side?
That is a treehopper. Order Hemptera, family Membracidae. I looked on a site for membracids of Malaysia, and could not bring it to species-level. But I am confident that it is a membracid. This family is characterized by sometimes bizarre protrusions of the pronotum. 
https://en.wikipedia.org/wiki/Treehopper