That reminds me I actually have Shadowrun Hong Kong from Humble, is there an order to play these or starting with this one should be ok?
I wouldn't suggest starting with Hong Kong (which is part 3). Instead, either Returns (part 1) or Dragonfall (part 2). Both have their reasons.
As for Returns, it's the first (of the HBS) series and as a result mechanically the least polished, the story is the least interesting, and the characters are the least memorable. That being said, I feel like it does deserve some credit and respect, because it laid the amazing foundation for the (much) better sequels.
As for Dragonfall (which is the one I started with), it blew my socks off. In hindsight it's better than Returns in literally EVERY single aspect, and then more. So starting with Dragonfall will definitely make the imperfections from Returns very obvious, if you decide to play Returns later down the line.
So, I'd say start with Returns. But the VERY SECOND you feel the slightest fatigue or lack of interest, stop with it and start Dragonfall.
I don't think there is any story continuity, but most people say if you play Hong Kong/Dragonfall first Returns will be a letdown because its story and mechanics are not as good.
This is very true. The stories have nothing to do with each other (aside from some minor easter eggs), but mechanically there are some differences (notably polish and overall gameplay improvements).