Yes SamuelMa is right, there is a store in central market that will show you how to knit for free but you have to buy wool from them. Their hours is from 9 - 5pm I believe.
Another choice is in TaiPo centre, I don't know chinese input so can't type the name. This store offers knittting lessons in the morning and evening, the cost is around $30 per session over 1.5 hour; also need to buy yarn from them. I have been taking lessons there for over a year, the instructor is great. Let me know if you want the phone number and I will PM you.