Over on YouTube Paul Lutus has recently posted a video that is a great introduction to software-defined radio, RTL-SDR, and some of the various signals that can be received with one. In the video he uses an RTL-SDR Blog V4, which has a built-in upconverter, allowing for good reception of HF signals.

Paul's video briefly explores SDR theory, before demonstrating various signals on both the HF and VHF+UHF bands that can be received with an RTL-SDR Blog V4. He also briefly touches on GNU Radio.

If you are a just getting started with RTL-SDR this might be a good overview video to watch. Paul has also set up a companion webpage for the video that outlines some of the software installation and usage steps mentioned in the video in greater detail.