I am in shenzhen beside sihai park, how do I get to xiao mei sha beach? Metro line?

No metro line can directly take you to Xiaomeisha beach, so bus is needed for sure. Then you can walk around 20min or take a taxi from where you are to Haiyue station to take Shekou metro line to get off at Huangbeiling. You can transfer to bus no. 387 nearby to the beach.