Shenzhen North Railway Station to Hongkong Central Station. What should I do?

Take a bus to Shun Tak Centre, Sheung Wan, Hong Kong from North Railway Station. The buses are available from 8:45 to 12:15 at intervals of 30 minutes, and the trip takes about 2 hours. Upon arrival, take MTR Island Line to Central Station. :)

You can take metro 4 from North Railway Station to Futian Port for CNY 4 (about 20 minutes). After crossing the border to Hong Kong, take MTR East Rail Line from Lok Ma Chau Station to Hung Hom Station. Then, change to MTR West Rail Line to East Tsim Sha Tsui Station. Walk to Tsim Sha Tsui Station and change to MTR Tsuen Wan Line to Central Station. The MTR ride takes about 75 minutes, and the fare totals HKD 47.6.