Last November, I went out to Hong Kong and Singapore for about three days each for the "usual" sightseeing and roller coasters. My flight landed early at Hong Kong's airport, and I was on the first train into the city itself. The airport line drops you off in a fairly confusing location, though I'm sure experienced travelers and locals will disagree with me.
Getting from Hong Kong Station to the Central-Mid-Level Escalators is probably pretty straightforward, but I was hoping to get closer to Admiralty Station to start my walking tour of the downtown area. That was my real mistake - there are pedestrian overpasses and such in place to get to the core area, but I started walking in an area north of the major highway which doesn't really see pedestrians. After a bit of finagling, I made it through to the good stuff.