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Problems And Solutions:

Boots Parts Fall Off Speed Wobbles Rear Tire Blowout (Yikes!!)
#1. Boots.
When I first picked up my new KLR, I arrived with my brand-new size-13 MX boots to discover that they were way too big and clumsy to comfortably shift gears. I soon found myself removing the shifter from it's stock position and moving it up slightly to allow me to shift gears without having to hold my foot in a near-vertical position. It was simply a fact that the thickness of my foot, with these boots, was almost the same as the distance between the foot peg and the shifter. There are a couple options available here. The easiest is to "try before you buy". If you're at a bike shop, ask them to let you try the boots out on one of the showroom bikes. The other option is to get an aftermarket shifter that will put the business end of the shifter far enough forward to let you get your foot in there.

#2. Parts fall off.
Within the first hour of riding my brand-new bike, the bolts on both the rear turn-signals loosened leaving the left signal dangling by the wires and the right signal was just about ready to do the same. Fortuneately, my brother happened to have a tube of "Loctite", which I applied to the threads, and the problem has not recurred. I also removed the nuts on the front signals and did the same.
A couple of weeks later, I observed a fairly sunstantial bolt and washer plunk onto the ground during warmup. I checked all of the hardware on the bike to make sure nothing really important was missing, put the bolt in my pocket and drove to work. Since the washer had a bit of a shoulder to it, I figured that it was probably used to hold on either a plastic body part or perhaps the airbox. A quick teardown later revealed that it was the bolt that fastened the right side of the seat to the frame. Another candidate for "Loctite".
A couple of weeks later, I was driving down the highway to work when I saw something small and black eject itself from my bike. Before I could say "what the...", my windshield started flapping wildly. There was only one bolt of the original three holding this thing on. My first thought was that if I let this thing flap too much, it would eventually snap right off. Sooooo.... I grasped the left side of the windshield to hold it still while I formulated a plan. I quickly ruled out driving with one hand and simply pulled over onto the shoulder. I used my trusty Kawasaki toolkit and removed the remaining screw, removed the windshield and tucked it under my shirt under my jacket. Once again, Loctite to the rescue.

#3. Speed wobbles at highway speed.
I can guarantee you that this will happen... whether you're on an open stretch of highway with a crosswind or passing anything bigger than a sedan, the front end will wobble wildly. Don't panic! Simply move your weight as far forward on the seat as possible and crouch down on the gas tank. If you're passing a large vehicle and not feeling squeamish by now, hit the throttle until you've passed the vehicle. Your goal here is to transfer your body weight to the front wheel.
What causes this craziness? I think it has a LOT to do with that huge front fender. It's not very aerodynamic from either the front or the side and consequently catches a lot of air and acts like a rudder. If you plan to do any highway driving, you would be well-advised to replace the stock fender with something a bit more streamline like a UFO superbike fender.