So there are probably two questions: 1) What receiver should I use for HF? and 2) What frequencies should I listen to? Question #2 is answered in part here as a good place to start:
Category:Milcom - The RadioReference Wiki
Regarding the HF receiver, there are dozens from which to choose. Some basics though:
- ensure you get one that is capable of SSB (Single Side Band) reception
- What is your budget to spend? Having some idea of that will help others here make suggestions for HF receivers.
- DO NOT skimp on your antenna! It is more important than the receiver. Yes, it should be outdoors. And yes it should be mounted as high as possible. You will not be happy with a back-of-set telescoping whip antenna.
- Consider longwire antennas, dipoles, end-feds, etc. They cover wide freq ranges and offer a high price/performance ratio... and are easy to build if you want to.
To verify your setup is working on HF, monitor the USAF GCHF freq of 11175 kHz (mostly daytime). There are others, but that one is very active (and has a separate thread here on RR.... read it).