Some just can't adapt to the lifestyle there.

I think the biggest hurdle is to get a job over there. But I believe as long as you are determined, you'll pull thru. Some I know get depressed because they cannot find a job of equivalent position like what they had in Malaysia. Most will reject you because "no local experience".

Make friends. Which city are you planning to move to? There are tons of Malaysians in Australia these days. Plus, you mentioned your SO is partly Australian so I'm sure she would have some contacts there already.

I'm personally trying to figure this out too.
But having family and friends over there makes it much easier to adapt I would say.