Check the ticketing information on the website of the service provider of the Guangzhou-Hong Kong Through train:
http://www.it3.mtr.com.hk/b2c/frmIndex.asp?strLang=Eng

From Guangzhou to  Hong Kong, you cannot book your ticket online , You need to buy at the Guangzhou East Railway Station or you can buy train tickets at your hotel concierge or travel agent office with a small fee is added。

This depends on where you are staying in Hong Kong and where you are going in . Where are the hotels in Guangzhou and Hong Kong? How do you go to the airport? What about luggages?
If you are near Guangzhou East Railway Station, take the Through Train to Hung Hom (or “downtown” Hong Kong, and transfer to MTR (HK subway) is a good choice. The train is more comfortable. Price is a little higher than the bus.
If you stay near or at one of the Guangzhou bus pick up points, Like Garden Hotel or China Hotel then it would not make sense to take a taxi to Guangzhou East Station to take the train. You can take the bus right from the hotel’s parking lot.
The train is more comfortable, The bus is more convenient, as they pick up in front of Guangzhou hotels and drop you off in front of your hotels in Hong Kong, which saves 2 taxi trips. The bus takes 3 hours. The train is faster but does not include taxi trips and wait time. In Kowloon, these buses often pick up and drop off in front of many hotels. Check with your hotel. Bus is best if the bus stop is at your hotel. You board and get off the bus right in front of the hotel, avoiding taxis and multiple lines at 2 train stations.
If you want to take the Through Train from Guangzhou east railway station to Kowloon, booking ahead is a good idea. You can buy train tickets at your hotel concierge or travel agent office, a small fee is added. I You can also take the Guangzhou East Railway Station to Shenzhen train (Shenzhen Luohu), then walk through the China and Hong Kong borders and get on the subway to go wherever you want to go, You may be taking a chance by not buying tickets ahead of time. The trains to Shenzhen run every 15-20 minutes and almost always have seats available.
From Guangzhou to Hong Kong you need to go through immigration regardless whether you take the train or bus. If you take the Through Train, you go through immigration in Guangzhou East Railway Station (China side, exiting), and Hung Hom Station (Hong Kong side, entering) Foreign passport holders are required to fill out the arrival forms. If you take the bus, you go through immigration at one of the border check points at the Shenzhen/Hong Kong border. It IS typically Shenzhen Bay Control Point. You need to alight the bus, go through immigration, and then board a different bus (run by the same company) on the Hong Kong side.
Tip:
Border Crossing:
It involves getting off the bus, taking your luggage, and walking across the border immigration/custom check. Usually with a 40+ passenger bus. Waiting for everybody to get off and get their bags may take 5+ minutes. On the other side, you would be waiting for other passengers to get on the bus with their luggage. This process will likely take 30 minutes or more.
Hung Hom is a MTR station as well as the train station for Through Train. To transfer from the Through Train to regular MTR at Hung Hom, the rider enters the MTR platform after exiting immigration/custom, within the same station .

1. Once you buy it in China, it is yours. Like most foreign countries, make sure you are happy with the exact merchandise being sold to you. Inspect what you intend to buy, and not a sample with a “factory sealed” package to be delivered upon payment.

2. China has competitive and generally reliable electronics malls in the major cities. Be sure you are geeky enough to make an informed purchase. There are bargains, but do not expect the technical help you might get from your own electronics stores at home.

3. Traveling in China on its holidays can be a nightmare. Plan your trip carefully so you know what to expect on the Chinese Official Holidays. China-briefing.com is a good source, so search for the current year. While the holidays may be the same from year to year, even tied to fixed dates, the entire holiday period will shift. New schedules are posted in December, just a week or so before the year begins. Do not assume the May Day holiday is May 1-3. It might be April 29 and 30 and May 1. That mistake might ruin sightseeing and cause you to be stranded without transport tickets.

4. Beggars and street people? There are a few, but no where near the number of homeless on the streets of the U.S. Chinese pay them no mind and neither should you. Just walk on.

5. Anyone who approaches you trying to practice English should be greeted with a smile and skepticism. Most Chinese are shy and will not speak to you unless you speak first. Those who overtly approach you and make the first move are likely to be selling something or worse. Many tourists reports scams in Shanghai, so be friendly but careful. Never ever follow a stranger anywhere.

6. You should be an experienced shopper to know what something is worth in a Chinese market. Generally the shopkeeper will start at 10X what you should counteroffer. You could ask strangers what they would typically pay for it. Taxi prices are set by meter. Food merchants naturally will jack up the price for foreign-looking people, so be sure to bargain. Bargaining is an art in China. If you do not care for it, have someone else buy things for you.

7. Before you leave home, get a good guidebook and buy street maps on line or in bookstores for cities you wish to explore. Free tourism maps are never to scale or easy to follow, with half the streets not there, names unclear. and big advertising splashed right across where you want to go. Amazing how many people budget well over USD$1,500 per person for China travel, yet won’t spend USD$30 for an excellent book to help them along the way. DK Eyewitness Guides are well regarded for their color pictorals of everything there is to see, while Lonely Planet has logistics info on most anywhere you want to go. Other books more resemble a group tour itinerary, only covering the overvisited tourism sights and avoiding any real detail.
City guides unfortunately suggest westernized entertainment zones where only monied upper-class people would care to enter. You can have a lot of fun on food streets, wet and dry markets and such. Walk the Bund at night to people watch. Tiananmen Square is best at night.

8. Tour groups are a good convenient way to see some outstanding things and get taken to tourist trinket stores. When you ditch the tour you probably see more on your own, but with more time spent planning about being a stranger in a foreign land. You cannot hope to get a pulse of the people on a typical tourism visit, as you will not be exposed to common worker Chinese, the hundreds of millions who form the majority in the country. You will see a lot of Chinese hospitality industry workers who speak some English, and maybe some Chinese tourists who also are enjoying the country. They are not at all representative of the country, 48% of which still live on the farm and do not speak one word of English, even if they allegedly learned it in school.

9. Like anywhere, some tourist attractions are overrated. Avoid visiting mid-morning and mid-afternoon when group bus tours unload hundreds, if not thousands, of tourists to overrun a previously enjoyable attraction. The cacophony of multiple battery-operated bullhorns in several languages will spoil any visit to a Chinese garden, the Great Wall or landscape scenery.

10. Chinese restaurants with lots of foreigners (non-Chinese) are almost always unauthentic, as well as overpriced. Usually frequented by group tours, these places change recipes to conform to what they think are “western tastes.” Many middle-class, white linen restaurants, hosting complete nuclear (three-generation) families around big round tables, have English menus with sometimes humorous translations. The more crowded with families it is, the better value and food it has. The menu’s color pictures will help also. If they just show you an English menu, ask to see both. They might be pricing the food twice to five-times higher for tourists. If so, just walk out before you drink any tea. Compare the photos and prices. No tipping in restaurants, taxis, or anywhere for that matter.

11. Luxury goods are expensive in China, thanks to a luxury tax. Go to Hong Kong to make a killing on name-brand bargains. In China you can find some good buys in silk, pearls, jade and handicrafts, but you must study a bit to make sure you are getting the real thing. Bone porcelain can be a good buy too, but it must be carefully packed for your air travel.

12. Bring your own toilet tissue with you, as you will rarely find a public toilet supplied with it. Carry it always in your purse, camera bag or backpack. Small flat travel packs (dry tissue and wet toilet wipes) are now available many places. You may use little packs of alcohol wet wipes to go over places your body will touch.

13. Chinese people are delighted if you make any attempt to speak Mandarin, even if it’s only a couple of words. The best way to introduce yourself is with a warm, broad smile. Even when you might be upset or frustrated, smile. It works.

14. Personal sanitation is important while traveling. Since you are on the “tourist trail,” you are actually mixing with people from dozens of countries on six continents, not just Asians. Bring your own alcohol-based wet wipes for water-free hand sanitation. Never drink tap water! Bottled water is common everywhere and cheap at the corner convenience stores.

15. The internet is censored in China. You need a VPN to see Facebook and any blog for that matter. Hotel internet charges rise along with the room rates. Lower cost three-star hotels will frequently have free wired and WiFi internet. Luxury hotels will charge you USD$15-25 per day. Internet cafes can be a huge inconvenience with lots of smokers and unclean surrroundings. Book a hostel or hotel with free WiFi. They are everywhere.