The numbers on a standard route
Kunming is 1,890 metres, Dali 1,972, Lijiang 2,400, Shangri-La 3,300, and the upper cable car station on Jade Dragon Snow Mountain sits at 4,506. Most people feel nothing at all until Lijiang, and a minority feel the first effects there. Shangri-La is where altitude becomes something you actively manage.
The good news is that the classic northbound route acclimatises you by accident: you gain 500 metres between Kunming and Lijiang, then 900 more to Shangri-La. That gradual ascent is far kinder than flying straight into Shangri-La, which is what many short itineraries do.
What actually helps
Go up slowly, sleep low, drink water, and skip alcohol for the first two nights at altitude. Eat normally — carbohydrate is fine and appetite loss is a symptom, not a strategy. Take the first afternoon at Shangri-La slowly: no stairs, no hiking, no rushing to fit three sights in.
There is a lot of noise about prophylactic supplements. Rhodiola is widely sold in China and has no strong evidence behind it; acetazolamide (Diamox) does work but needs a doctor's advice and has side effects. Portable oxygen cans are sold everywhere in Shangri-La and Lijiang, and are useful for a headache or breathlessness at 4,500 metres, but they treat the symptom rather than the cause.
Symptoms that mean stop
A mild headache, poor sleep and breathlessness on stairs are normal at 3,300 metres and usually settle within a day. What is not normal: a headache that does not respond to painkillers, vomiting, confusion, or breathlessness at rest. Those are signs of more serious altitude illness, and the treatment is descent, not more oxygen and another night.
If you are going up to the Snow Mountain glacier park at 4,500 metres, treat it as a short visit: 30 to 45 minutes at the top platform, then down. Do not plan a long walk there, and do not go up if you already have a bad headache at 2,400.
Who should take it seriously
Anyone with heart or lung conditions, uncontrolled hypertension, or a previous episode of altitude illness should talk to a doctor before booking the northern Yunnan route — and should probably not include Shangri-La. Children generally acclimatise well; pregnant travellers should seek advice. Otherwise, the main risk is impatience.