What is the material difference between iPhones ordered from different countries? I brought an iPhone 6 from Malaysia. One of my friends claim that Malaysia has lame quality and also a material difference. So people like to order only from Europe, because they have best quality, like Germany. He also claim that Germany has the best material. Is it? If so, what is the quality and material difference?
There is no difference in quality whatsoever. 

The only difference is that the actual phone hardware (the small bit that creates a phone connection) will be different to work best in the country where you purchased a phone. A US phone will work with all phone networks in the USA, a German phone will work with all phone networks in Germany, and a Malaysian phone will work with all phone networks in Malaysia. They all will work fine in many other countries as well, but possibly not in all. 

Plus, because the laws in various countries are different, that may cause differences. Obviously that Malaysian phone has to conform to Malaysian laws, but I wouldn't know if that makes any difference.