The nearest mall is right beside Sentral Station called
Nu Sentral .
There are two monorail lines at KL Sentral; one at Sentral Station itself and one on the other side of the mall. The area outside the mall and Sentral station is known as Little India for obvious reasons.
If you are after dinner, there is a selection of restaurants at the Hilton Sentral and Le Meridean which are also next to Sentral Station.