i'm arriving from abu dhabi to Hong Kong, do i have to change teminal and collect luggage

I'm not clear which terminal you will arrive at as I don't know your airline company? The flight to SH by FM airlines departs from T1. If the terminals are different, no worry. They two are not far from each other and there are free transportation between.
If it is a connect ticket, there is no need to collect the luggage. If not, yuo need to collect it and recheck it.