A good example of HDRI image.
Take some forest image, not a closed forest, a forest with a lot of trees and ground, but you can see the sky though the trees in less or bigger areas.
There are many excellent pictures, but these pictures are useless as backroung because the sky is white, this is unnatural!, forests don't look like this in real life.
What is happening?, what happens is that the sky is much brighter than the trees and ground, so the sky saturate the picture and the result is white. If you correct the shutter you can obtain a good image of the sky, but now the trees and ground will look very dark losing all details.
This situation has a more larger dynamic range where a normal media cannot handle.
The first question is how you can make a HDRI image, in this case an image that has the correct illumination information of the sky, trees and ground.
Here begins the problem, normal digital cameras cannot do it because it use the usual 8 bits that is not enough, so unless you have a special digital camera, you must go back and use the classic photograph. And now begins another serie of troubles.
Photographs can handle more dynamic range depending on the film quality, but once taken the pictures you must send the film to the laboratory to have the picture. Laboratories process the films in an automatic  way, a sensor takes samples of the illumination in some parts of the film and then adjust the exposition, so the result not always is good, some images are too much darker other are too brighter. The only way to have the correct image is yourself control the process or the lab work under your supervision. Can you do it?
Even in the case you achieved a good image all is destroyed when you scan the image with a normal 8 bit or less scanner, you did the work for nothing!
There is an alternative to get a HDRI image using several images. In theory if you take several photos of the samel scene, each one with a different shutter setting, you can multiple the intensity of each pixel in each image by the shutter antilog value, then average these values you can have some very near to the correct value for the intensity of this pixel.
This is the theory, but it is not easy to do. First you must have a base where you fix your camera, so the camera cannot move at all, if you move the camera all is destroyed. Once you have the assembly, you take several images in a short interval of time with different shutters and the camera cannot move a single pixel!!
Well, you have done it, it's ok now?, no yet, you must send the film to the lab, as I said before the lab process the film in an automatic way and the automatic way will destroy the correct values of your photos. The lab must process all the images in a manual way with exactly the same exposure for all images.
Well, with luck, now you have a HDRI image of the forest, is the end?, not yet.
You created the HDRI image for some use, so in the end you will need to see the image, can be in a direct way or as result of some 3d process. In the moment when you look at the result, all effort was for nothing, you will see a forest with a white sky or the correct sky with a dark without details trees and ground. Your monitor is not able to display this dynamic range and again is limited to 8 bits.
You are a lucky guy, and now you have a special monitor that allows greater dynamic range, you think that now you can see the real forest, but desillusion again!
Your eyes have the iris that acts as a shutter, when you are in the forest and your eyes looks at the sky, your iris closes decreasing the illumination coming to your eyes and you see the sky properly. When you focus your eyes to a tree, the tree is darker so your iris opens, increasing the light entering your eye and you see again the free fine.
With your HDRI image in your HDRI monitor the result is very different, as the monitor is very near, you cannot focus and adjust the iris in each element, the result will be even the illumination is correct, it will be too bright and hurt your eyes and you will be unable to look at your creation.
But all this can work very good if you project the image to a big screen far away from you, then the result will be excellent!

Stupidity also evolves!