If leg 1 is a different ticket (i.e. different ticket number) then it has no bearing on 2 and 3. Sometimes different legs on the same ticket have different PNRs (there are a number of reasons of this, mainly to do with different reservation systems), and there you cannot just dump your first leg. Note, however, that any other flight associated with the ticket of leg 1 will be cancelled if you skip this (for example, if there is a KL-Bangkok return).

Welcome to FT, Amelia_J!