Rock climbing is a fun, intelligent and cool sport 🙂
The course described in the external link is hosted by the Hong Kong Mountaineering Training Centre. It’s a all-day class that teaches you all the basics for HK$350. At the end of the day, you will receive a Level 1 certificate from China Hong Kong Mountaineering and Climbing Union.
For a list of climbing walls available in Hong Kong, check out: http://www.hongkongclimbing.com/general/walls.html
The only one on HK island seems to be the Da Verm Gym in Sheung Wan, where you can go straight to climbing for a membership fee (HKD$100) and a day-pass (HKD$120). Check it out at: https://www.facebook.com/davermgym
You will see that hongkongclimbing.com also offers a wealth of information on climbing real rocks in the wild.
Some suggestions from a climber:
“The good things about rock climbing is you will get very very strong forearms and you can think fast. The bad thing is the skin on all your finger-tips will, after long time practice, become very rough, like a file (like sand paper rough).”