Do you think it's a little too overwhelming for my 4yr old if we are trying to teach her 3 languages right now? (English, Malay and Thai, due to our heritage). Should we stick to just 2 and explore the third language later on? Or is it ok to introduce them all to her now?

What a beautiful blend of heritage you have there! I was told that kids brains are like sponges! The more they are exposed to, the more they will learn. As long as you don't make it stressful and academic focus, I don't think it will be overwhelming. Focusing on the cultural perspective (music, costumes, food etc ) together with the language will make it more interesting and definitely less overwhelming for your kid.