I have limited experince on a KLR of yet, but a few tips in addition to what others have said.
-This is a fairly safe first bike. Get a lot of experience driving slowly in a field or something.
-When your ready to go above 20, try and find a safe location to do so, and slowly work your way up from there.
-Experience>Training, however at the same time they complement each other. Don't have the stats right now, but a large portion of motorcycle accidents are caused by inexperienced/underqualified drivers. While experience will play a large role in your reaction, understanding what a bike physically can and can't do will jump start this process.
Essentially take it slow, and you should have a long happy KLR life.