Food

Just moved to HK eight weeks ago. The best thing I can recommend is going to sit down at a dai pai dong. They're street huts which are usually green and have lots of tables outside. Mega popular at lunch with everyone from workmen in hard hats to bankers. Try and get sat down by noon or be prepared to wait. You won't see an English menu but if they don't speak English, just point at what other people are eating. It will probably be a bowl of brisket and noodles with some greens and it'll be about $30. Imagine you'll eat better noodles in Vietnam, but it's still a great experience.

There's some great dim sum places like Tim Ho Wan and Din Tai Fung, but I'd probably suggest going to Maxim's Palace at City Hall just for the experience. Expect massive gaudy chandeliers and old women serving you in a brusque yet efficient manner. Usually about $120 a head depending on how much you eat including unlimited tea.

Chung King Mansions in Tsim Sha Tsui is meant to have some great Indian restaurants. I haven't been yet but from what I gather it's a huge concrete monstrosity full of restaurants, dive bars and jewellery shops plus cheap hostels.

There's lots of European restaurants with Michelin stars but they are ridiculously expensive. It's not a cheap city full stop.

any foods I must try

Only know about HK. Eat everything but especially:
wonton noodle soup - dads favourite
egg tarts
black truffle scrambled eggs capital cafe. I was like meh eggs, but pretty much hoovered it down without letting my parents have any.
suckling pig
roast duck or if you can get goose
pineapple bun - mums favourite
Dim sum everything! Tim ho wan is fine but I went when it was just their tiny shop they everywhere now and not as good.

Weird but cultural, you can try medicinal herbal teas and soups. They're in proper shops and its difficult to figure out what it is, but you can try and ask! For your health...cooling your hot air, etc.
Oh grass jelly.