Don't bring heavy clothes; based on actual experience, wearing short sleeves and shorts in Hong Kong is enough. I just got off the plane and was already feeling hot!

After getting off the plane, if you want to take a taxi to the city center, go directly to the reception hall B, then take the elevator down to the 5th floor and go out to find the parking lot. Actually, there is also a subway inside the airport (Airport Express), which takes 24 minutes straight to the city center and is more convenient, since taking a taxi at the airport can be a bit expensive.
If you booked a hotel near the airport and have a shuttle service, you need to first find the reception hall B, then go down to the 5th floor and go out. Cross the glass door after crossing the road, and you'll see many bus counters heading to Zhuhai and Macau. That means you've found the right place; that's where the airport buses stop to pick up passengers.
You can just wait on the bench opposite the 711 convenience store; both gates B05 and B15 are fine.