I'm 5'9" also and am glad that I had a few shorter bikes before getting the KLR. The KLR isn't HARD to roll around, but there's nothing wrong with starting with an easier task and working up.
You should lower both ends and the side-stand all together. Lowering only front or only back will change the stability and steering twichiness.
The front you can easily and cheaply lower by loosening the 8 bolts that pinch the fork tubes and the 2 screws that hold up the fork bellows then slide the fork tubes up in the triple clamps. Have the bike well supported when you do this or you'll have a handful.
The rear needs a pair of replacement links in the suspension below the shock. Lowering links. There are some with multiple holes to make the suspension height adjustable. You can buy lowering links now and then sell them later if you decide that you're ready for full-height. You may even be able to find used ones.
I wanted to vote for getting used to riding with something that's not so tall. For a while you'll be learning about how different parking areas and lumpy intersections make the bike "odd" to handle. But the truth is that I've never lowered a bike, only had shorter ones first.
EDIT: You can get some lowering at the rear by turning the "preload" to "1" or full soft. The bike may or may not be full-height when you're not on it, but as soon as you sit on it it'll sink a few inches. Beware the side stand here too since it may not be as stable parked on some slanted surfaces. This is not the "correct" way to lower the back, but it may be enough to help temporarily. This is cheaper, but you'll have to learn to deal with the bike sinking softly on its suspension; lowering links may make the bike more predictable when you're parking or getting on.
Last edited by Grinnin; 05-28-2013 at 05:18 AM.