Here are some of the things most of the visitors may be concerned when they enter and leave Hong Kong:
When entering Hong Kong:
Alcoholic Liquor A passenger aged 18 or above is allowed to bring into Hong Kong, for his own use, 1 litre of alcoholic liquor with an alcoholic strength above 30% by volume measured at a temperature of 20℃ exempted from duty.
Tobacco A passenger aged 18 or above is allowed to bring into Hong Kong, for his own use, the following quantity of tobacco products exempted from duty: 19 cigarettes; or 1 cigar or 25 grams of cigars; or 25 grams of other manufactured tobacco.
Source: Hong Kong Customs and Excise Deparment https://www.customs.gov.hk/en/passenger_clearance/duty_free/
Yes. You are allowed to bring 19 cigarettes or 1 cigars to Hong Kong. You read it right. Hong Kong government has heavy tax on tobacco products.
When leaving Hong Kong:
Carry-on baggage Departing visitors and those in transit should note that enhanced security measures are now in effect at Hong Kong International Airport. Visitors are reminded not to include any sharp objects with points or blades in carry-on luggage. Pack such items in your check-in luggage. Restrictions also apply to carry-on liquids, gels and aerosols, which must be in containers no bigger than 100ml and placed in a single transparent re-sealable bag with a capacity not exceeding one litre (maximum one bag per passenger).
For more details, see here: https://www.cad.gov.hk/english/NSM.html