If you can, I'd suggest spending a little more on either an RTL-SDR with a built-in upconverter (~$30 on AliExpress) or an SDRplay RSP1A ($120 from Ham Radio Outlet). An upconverter allows the RTL-SDR to operate in the crucial bands below 30MHz; the SDRplay RSP1A has vastly better performance and will pick up all sorts of signals that an RTL-SDR won't. The RTL-SDR is a really cool and very cheap introduction to radio, but I think you might outgrow it fairly quickly if you're technically-minded and have a serious interest in radio.
I'd also suggest seriously considering getting an amateur radio license. It isn't difficult or expensive in most countries, you'll learn a lot about radio in the process and you'll gain the right to transmit on a wide range of frequencies. The /r/amateurradio wiki is a useful starting point.
You don't need an upconverter to receive HF on the version shipped by rtl-sdr.com; it supports it via direct sampling mode. I've listened to plenty of shortwave broadcasters and hams using it with a random wire antenna.
I did recently get an rsp1a as an upgrade once I realized how much fun I was having. It seems better at rejecting noise but otherwise isn't that different than my rtl-sdr. I need to get a windows install so I can use sdruno instead of cubicsdr, though.
While the upconverters are nifty if you're not in a pretty rural area or going to do some serious antenna work you'll be heavily limited by conditions at <30Mhz.
+1 on looking at getting a license though. It opens up a whole new world of experimentation and capabilities. Even on 2m I still get a kick covering 80-100mi with our local repeater network.
Seconding this. Get their kit with the dongle and dipole antennas for VHF and UHF, plus optionally an antenna for HF. Just plug it in, make your antennas the right length for the spectrum you want to explore, and fire up SDR# or CubicSDR to see what signals are present.
They sell a fancy dongle that works 'better' than an off the shelf model but this $10 model will work just fine for learning: https://www.aliexpress.com/item/USB-2-0-Software-Radio-DVB-T...