The frontier border is in Lo Wu (羅湖). Please print and take this with you. You may have to ask a Chinese person for a help.

Each time you have to transfer to another train, you must purchase new ticket (Ticket Vending Machine, HKG $ ONLY).

You can catch the HKG Metro Subway or MTR Train from the airport arrival area. Take the first train, and get-off at Nam Cheong Station - Ask the local which escalator or stairs to the "Purple" MTR to East Tsim Sha Tsui (“紫”地鐵到尖東) - Take the train to East Tsim Sha Tsui, and get-off - Again ask the local which escalator or stairs to the "Blue" MTR to Lo Wu (“藍色”地鐵前往羅湖) - This train will take you to Lo Wu.

Each train have a station locator/map inside the train/red light flashes indicating the next station is.

At the frontier border you will go to the HKG Immigration, then to the China Immigration. Follow people leaving... All will be going to the China Train Station/or/ticket window - Guangzhou (广州).

Alternatively, because this is your first visit, I suggest you take the domestic flight from HKG to Guangzhou International Airport. Enjoy China...........