Although you can pretty much say this in any city you go to, a must-do in Hong Kong is sit/stand and watch. I lived there for a bit and it's a crazy city filled with crazy people. Not in a good or bad way... it's just nuts and difficult to describe.
I was there last year with my then 1-year-old. We spent a lot of time just standing to the side of a busy sidewalk with food on a stick just watching. On one occasion, here's what we saw in 10 minutes:
- Garbage handlers taking out the trash with no gloves or shirts. Gross, yet impressive
- A group of old ladies under a bridge selling "curses" for people to buy. This was explained to me later... I probably spent 8 of the 10 minutes trying to figure out WTF was going on.
- An old, old, old man walking by giving my kid a fistbump while he was in my baby bjorn carrier. Didn't break his gait
- An endless stream of people buying takeout breakfast where we just finished eating. An interesting mixture of delicious pastry and sewage smell wafting on the street. Those who are familiar with HK know what smell I'm talking about.
- A group of HK'ers accosting some mainlander for cutting in line getting on a bus because mainlanders. The situation escalated from 0 to a lot of swearing very quickly. Was hilarious. 10/10, would bang again.
- Crazy drivers who I swear go out of their way to mow down equally crazy pedestrians/cyclists but no one gets hurt and no one freaks out... somehow.
Anyways, yes there are many spots in Hong Kong to go to. Literally something to do for everyone but just take a few minutes to sit and watch. I do it everywhere I go but Hong Kong takes the cake for that sort of thing.