The best way to get to the fish markets is on the lightrail which you can catch from Central. If you want to drive you can do that too but it will cost a small fee of $2 for the first hour.
The first thing you want to do is get through the parking lot and head inside! This is where all the best seafood shops are - definitely check out both Peters Fish Markets and Doyles at Sydney Fish markets. These two are hands down the best now just find the produce you want and compare prices.
There’s a killer Yum Cha joint upstairs as well which can get packed on weekends by 11am. If seafood isn’t your thing, head over to Vic’s Meat Market on the other side of the lot and grab a brisket sandwich, they’re that good.