There are many hospitals in Shenzhen. The hospitals in Shenzhen generally work from 8:00-12:00 and from 14:00-17:00. Make sure you come early in the morning to make an appointment. If you arrive for example at 11:00, it's likely that the morning quota has been reached (many people waiting still) and you cannot register until after 14:00. It's also bests to avoid weekends, as many people go to the hospital then.
You can also use WeChat or Alipay to make an appointment with your patient number for The University of Hong Kong-Shenzhen Hospital. For The University of Hong Kong-Shenzhen Hospital, you can call the English appointment hotline: 86913366 to make an appointment if it’s your first time to go to the hospital.
For your first time going to hospital, you need to register in there and you will get a white book where doctor will write your history. You should keep your book as well as your medical history personally. You may need it in case there is a further consultant.
If you don't speak Chinese, choose a hospital with international services or have a Chinese friend to accompany you.