First up, know that the best time to go is Saturday night or early Sunday morning.
Medan Niaga Satok, or the Satok Weekend Market is Kuching's biggest and most bustling market, 3km from the city's downtown. It's most fun in the weekend, when local sellers set up shop displaying fruit, vegetables all sorts of hynoptic herbs and spices.
You know you're in the right place if it smells of fresh ginger, grassy coriander and sweet bananas, mangoes and custard apples. If you're game, you can even try the infamous durian, a pungent bitter-sweet thorny fruit that everyone either loves or hates. Usually, you can get a good portion of groceries for RM1 or 2 at the wet and dry market.
If you need to sit down though, the market also houses a plaza, cafeteria, and food court where you can tuck in to lovely local Malay food.
Get there in 15 minutes by taxi from Waterfront Kuching, or various buses. More details here. Your landmark is the front of the oldest mosque in Kuching, where when you see it, keep on walking and follow the scent of herbs and spices.