LEAVING MALAYSIA

Hi! I'm thinking to go back to my country without telling my employer. I've been working here in MY for a month and the work is affecting me negatively. I tried asking for my employer for a transfer but all they can give is words of encouragement. I appreciate it but doesn't actually helps me.
I give myself this ultimatum--leaving, if there won't be change in work.

my worries are:
- will i be catch on hold by the immigration knowing that the work permit is just issued a month ago?
- if i tell the immigration that I will have vacation only, will they ask for a return ticket?

please help me. I have no one to ask to.

I cannot say for sure, and I think other people might know better, but my guess is that immigration would not bat an eyelid if you were to leave. You are not a prisoner in Malaysia. Leaving Malaysia would probably be very easy, but coming back might not.