Any books that flying schools use for beginners - i.e introductory flying manuals and Basic Aeronautical Knowledge type books are the best place to start in my opinion. Are there many flying schools in HK? I know they have flights at the old Kai Tak Airport, so maybe give that place a ring and see what kind of materials they use. Maybe even take a few trial flights aswell - its one thing to read about flying, but doing it is another facet altogether, and you will have a greater appreciation for all the stuff you read if you have atleast sampled flight for yourself.
Then once you have a firm grip for the concepts in the introductory books, move onto Private Pilots License (PPL) level stuff, then CPL. I would not go and buy the most advanced books straight away, it will become more confusing, and often you will need some basic understanding of the concepts before you will know what they are on about.
Goodluck!