I love shortwave, but I'm afraid it may be something whose time has passed. I started listening when I was in grade school on an old, used Hallicrafters receiver. Over the years I've had other, better receivers, both desktop and portable models. After being away from the hobby for quite a while I decided to dig out my old Sony ICFSW-7600 and see what was going on Well, those receivers (so I learned) are known for suffering capacitor failure after a few decades -- the receiver was pretty much dead. I replaced it with a C. Crane CC Skywave SSB, which is a very nice receiver. What I found was that most of the big international broadcasters are gone. (More on that in a bit.) The other thing that I discovered: I used to have great listening success sitting inside with a portable receiver using the built-in antenna. Well... how many little "wall-wart" switching power supplies do you have in your house? We're now surrounded by an array of devices that throw out broadband RF hash that fill the shortwave spectrum. I can sit out in the yard and get good reception, but in the house not much.
The good news is that a lot of broadcasters have moved to the Internet. Now, instead of a shortwave receiver all you need is a phone, tablet, or computer.
One app I've been checking out lately is Radio Garden. With it you can listen to thousands of stations all over the world, mostly FM and AM types. One advantage of shortwave was that all the big broadcasters had programming in English and many other languages. When you listen to domestic broadcasters around the world you're mostly going to find them in local languages. (But check out stations like 2GB in Sydney, NSW -- obviously in English -- fair dinkum, mate!)
Actually, there are still a lot of broadcasters on the air -- check out
https://www.short-wave.info/index.php . But the big broadcasters that I used to enjoy: Radio Nederland, Deutche Welle, Swiss Radio International, HCJB (Equador) BBC, Radio Canada International -- are online or gone.
So... I'd suggest starting out by seeing what you can find online that might be of interest. Oh, I should also mention that I'm having fun with my C Crane receiver doing a bit of BCBDXing -- broadcast band DXing (distance listening). The receiver is pretty "hot," and by adding a tuned passive loop antenna I can pick up and identify AM stations all over the country. (But that's mostly listening to see what I can hear and identify, not for "content.")
Also, take a look at:
https://swling.com/index.htm
https://www.dxing.com/tuning.htm
https://en.wikipedia.org/wiki/List_of_shortwave_radio_broadcasters
http://mesamike.org/radio/cdbs/amdb.mvc
Good luck and good listening!