For a lot of people, learning a different language is not something they either wants to do or will do in their lifetime. For others, broadening their horizons a bit may mean learning to speak a language that is out of the norm, something other than Spanish or French. Certainly learning an old language such as Malayalam fits that bill.
How you learn Malayalam is entirely up to you. Many of us are verbal learners, meaning that we will need to hear someone else say the words both in English and then in their other language. It helps to have an individual who is a native speaker of the language as you will hear the spoken word correctly. For those who are visual learners, they will need to see the words in written form. For these kinds of learners this is the best method for learning a different language. However, for a lot of individuals a combination of the two is the best method. Hearing the word and being able to see it in front of you is a great way to learn.
Learning another language can be very expensive, so it is best to know if you will be able to commit to the process entirely. After all, it is not really beneficial to know how to speak a new language if you do not know how to read it in written form. Some companies will enable you to be able to load your iPod so that you can listen while driving, walking or shopping, enabling you to commit more time to the process, than just reading the written form.
Since there are many ways to learn Malayalam, how you choose to do so is completely subjective, that is, learn your own preferred way. If you do this, you will be comfortable with the method of learning and that is half the battle when learning something very new.