I have less than a year experience so I'll still consider myself a fresh graduate. So having said that, personally I don't think MYR3,000 and MYR2,800 is that big of a different. Think of the experience and opportunities ahead of you. Imagine you're making such a fuss now, HR or some one in the senior management not going to think highly of you.

If you want a higher starting pay, try these bank management trainee/associate programme : CIMB (MYR3.5k), Citi (MYR4k) or HSBC (MYR4.5k)

Is that a good thing or bad thing?

Personally I think its a good thing.
If you compare to another MT programme that pays 3.5k, you normally dont get any increment for the first 2 years.

So 6(2500) + (x-6)(4500) = 3500x
x = 12.2 months

By 12.2 months you would have earned the same amount. Assuming no increment for the first 2 years, you are earning more than the other person for the remaining 11.8 months!