Reading the rtl sdr blog is a good starting point
Try to do some of them if possible for you
https://www.rtl-sdr.com/rtl-sdr-quick-start-guide/That link contains some instruction about installing appropriate software for your OS (windows/linux/osx)
There are many tools (GQRX /SDR# / URH (for reverse engineering) / rtl_fm and ...
Gnuradio can also be an advanced approach, i dont recommend to start with that.
If you were stuck at any thing, you could ask again in this group.
And last but not least, it's really really helpful if you have a right anthena for the right job. Otherwise you could just receive normal FM-AM radio, maybe yor car key fob from a very close range and they're not practical.
Have a nice day exploring those signals!