I will arrive HKIA on 0ctober 19 at 6.00am and want to go to Shenzhen Railway Station cheapest way

Hi, the cheapest way shall be MTR, but it requires many times transfers. Also it won't save you much money. Well then, I would suggest you take a direct cross-border coach at HKIA to SZ Luohu, close to the railway station. The fare is 150HKD and it takes around 2h. By the way, the first bus for Luohu leaves at 07:00.