Get a map of the subway system. These can be downloaded online or acquired at any station and are essential for figuring out how to get around the city, as there are numerous connections between lines that often have to be made.
Get an Octopus Card. These are electronic cards that allow you to pay by simply swiping your card over any card reader at the entrance to the train, bus or ferry stations. This will allow you to avoid the ticket vendors, which require exact change in coins and often become very crowded around rush hour. The Octopus Cards require a deposit that will be returned upon returning the card. You can also get an Airport Tourist Express card, which is a good deal if you plan to travel by subway a lot during a short period.
Move from subway car to subway car if your car is crowded or uncomfortable. The Hong Kong subway cars are connected and can be accessed from one another.
Go to the bathroom before or after you enter the subway stations. While the stations are generally kept clean and are quite safe, they do not contain public restrooms. If you really need to use a bathroom urgently, you can ask to use the staff restrooms.
Move efficiently with the crowd and stay with the flow. You will notice that in Asia people generally tend to be more comfortable crowding against each other and will even push in order to move the crowd along. While this behavior might seem rude in North America or Europe, it is the norm in Asia.