We present a comprehensive analysis of a bright, long-duration (T-90 similar to 257 s) GRB 110205A at redshift z = 2.22. The optical prompt emission was detected by Swift/UVOT, ROTSE-IIIb, and BOOTES telescopes when the gamma-ray burst (GRB) was still radiating in the gamma-ray band, with optical light curve showing correlation with gamma-ray data. Nearly 200 s of observations were obtained simultaneously from optical, X-ray, to gamma-ray (1 eV to 5 MeV), which makes it one of the exceptional cases to study the broadband spectral energy distribution during the prompt emission phase. In particular, we clearly identify, for the first time, an interesting two-break energy spectrum, roughly consistent with the standard synchrotron emission model in the fast cooling regime. Shortly after prompt emission (similar to 1100 s), a bright (R = 14.0) optical emission hump with very steep rise (alpha similar to 5.5) was observed, which we interpret as the reverse shock (RS) emission. It is the first time that the rising phase of an RS component has been closely observed. The full optical and X-ray afterglow light curves can be interpreted within the standard reverse shock (RS) + forward shock (FS) model. In general, the high-quality prompt and afterglow data allow us to apply the standard fireball model to extract valuable information, including the radiation mechanism (synchrotron), radius of prompt emission (R-GRB similar to 3 x 10(13) cm), initial Lorentz factor of the outflow (Gamma(0) similar to 250), the composition of the ejecta (mildly magnetized), the collimation angle, and the total energy budget.