This isn't just a Hong Kong thing. I've lived in four different countries and I think it's normal to feel homesick. I think it takes at least 6 months to really settle in and get a comfortable routine going. The problem is that you've left your old life but you haven't fully started your new life yet and that inbetweeny stage is the worst. Letting go of your old life is just hard.
It takes a while to build a close social circle, find favourite places to hang out, know where to buy comfort stuff, find new comfort stuff and truly settle in.
Don't worry about feeling miserable for now. It will pass. In the meantime, go for a walk and explore the surrounding streets where you live. Then start the process of making friends, finding bars and restaurants and start planning for the future. Eventually the positives of living here will outweigh the negatives. It just needs time.