Not every scene is a good candidate for High Dynamic range imaging. As the name suggest, you need to have high dynamic range light condition in a first place. Pictures with diffuse soft lights, smooth surfaces and with little contrast do not produce better results if processed as HDR than any ordinary picture.
It is best to start with a scene that is known to produce good results right away. You will not only learn the basic steps and get familiar with the software, but a nice output will encourage you to with your experiment.
The best scene to get results right away is a landscape scene with overcast clouds during daylight. The more clouds, the better. You will easily produce picture that looks very dramatic and colorful.
Do not start with indoor scenes! These are difficult to master and they need lot of dynamic light which ordinary indoor scene does not provide. Unless you are in a special place, like inside church that is lit with reflections from the colored windows you will get disappointing results. Once you know what to look for there will be a time for indoor scenes.
You need to have difficult light conditions (high contrast, strong light, back light etc..) to benefit from the expanded range. If the scene doesn't provide enough contrast and wide range of tones, the result image will not look much different than a single 0EV exposition with a little manipulation in image editor.
A good examples are landscape with sky, bright light and dark shadows, night, evening or sunrise scene, looking from inside out etc..
Don't forget that the scene itself has to be interesting, maybe because of a special light, situation or colors that it offers. If you randomly snap pictures, then the results will be also very random.
In many situations you will probably appreciate HDR images taken during sunset or even night scenes with various long exposures that can completely change the feeling of the image. Clouds are always excellent way to add dramatic feel to the image and works wonderfully with the contrast-type of tone mapping.
A static scene is of course best, it is hard to capture people or moving objects. There is a powerful anti-ghosting feature build-in so you don't have to worry about occasional car moving in a distance, but generally, moving objects are not good as the main subject.
And of course some scenes will simply not work at all. You may get, after tone mapping either noisy, heavily affected image or a flat, uninteresting picture. Don't try to force tone mapping to every scene, because it may simply not work. With time you will learn what scenes works best and how your camera reacts.