Most people go to or stay at the country club plaza shopping. Also crown center shopping mall. The bar scenne is Westport or the power and light district downtown. And since its your first time..all this is in Kansas City, MISSOURI...not Kansas.
Where to go depends on where you're staying. KC is pretty spread out, so if you don't want to spend a lot of time in an Uber then that's an important thing to keep in mind.