Lightroom's merge to HDR function is simple and effective. It creates a 32-Bit HDR that looks very realistic as apposed to the sometimes garish looking tone mapped 64-bit HDRs of the past. I recommend shooting multiple raw files for the best result. Also don't do any processing of the files until after they have been merged. Many of the basic exposure settings are not transferred over to the merged image anyway. For more information about what can and can't be transferred to the merged image, check out this article by Julieanne Kost.
The auto tone feature is totally non-destructive and if you want to make changes to it's effects later you can do so in the Develop Module just like on any raw file.
Deghosting looks for areas of the image that have changed, usually due to movement and will select this area from one of the exposures so you don't see any blurring in your final image.
Show deghost overlay will help you to identify areas that might show ghosting. Once it's checked you can use Shift-O (just O on Mac) to see different overlay colors.
Once the image is done processing you can go through your normal Develop Module workflow for fine tuning the image the way you want it to look for your final output.
This course will help you to understand how to use Lightroom for all of your image editing needs. I cover everything from organizing your images to printing to slideshows. Every module is covered. This course is also frequently updated with the latest information and techniques. The course covers Lightroom versions 4, 5, and 6/CC.
This course is almost 100% video lessons with some supporting notes and references. The course has more than 46 lessons and I'm constantly adding new lessons. You will have access to me through Udemy's discussion tab for answering all of your questions and checking out your progress with your image editing.
You should take this course if you are new to using Lightroom or if you are experienced and just need to learn more details about how the program works. This course does start at the beginning but then goes to an advanced level.
Give it a try, this article provides images to work on.