Congratulations on the purchase, and welcome to the forum. If you have any questions this is the place to get answers. The forum members are very knowledgeable and always willing to help.
I too have a 99 KX250, its a great bike, very dependable. I agree with Alan and Cam, it sounds as if you have jetting issues, running too lean. After you get the jetting sorted out, you will love the bike.
Let us know what you find.