What is HDR?
HDR stands for High Dynamic Range. This means that there are more highlights and more shadows that stretch beyond the normal range of a camera. Typically, either the bright parts of an image will be exposed or the dark parts of the image will be exposed. Creating a High Dynamic Range Image allows for the full potential of each end of the spectrum.
When shooting for an HDR photograph, be sure to use a tripod and not bump your camera at all. You will want to bracket for each exposure that you will later combine, while keeping your camera in the exact same place. This allows for seamless merging later on in Lightroom.
Creating the Photo
First, make sure that your version of Lightoom has been updated (If you have the Creative Cloud). HDR in Lightroom is a new feature of CC 2015. Next, load your images into Lightroom.
Then, Shift click on all of your exposures. Right click and go to Photo Merge - HDR.
It will take a moment for the next window to come up. When it loads, check Auto Align (this makes sure that all of your photos are in the exact same place and will eliminate movement) and Auto Tone (Brings in information from both the highlights and the shadows). You are also able to choose the amount of "Deghosting" to apply to your image. An example of ghosting would be cars passing by while you were shooting, or a person walking in front of the camera. If you have a lot of that going on in your images, it would be best to select Medium or High Deghosting. If you don't have any at all, there is no need for it and you can select "None."
When you are satisfied with how your HDR image is looking, click Merge.
The big advantage that Lightroom has over Photoshop for creating HDR images is that it creates a new RAW file. This allows you to go in and edit the photo as you normally would, but with a huge dynamic range!!
After pressing Merge, you will be left with a single RAW file in .dng form. From here, you can go to the Develop module and edit your image. For this specific image, we adjust the exposure, clarity, vibrance, as well as the black and white points. To change those points, hold the Shift key and double click on the words "Whites" and "Blacks." You can always go back and edit these as well, so don't worry that it is a permanent edit!
That's it! If you would prefer to edit your photo in Photoshop as opposed to Lightroom, feel free to do so. Just make sure to complete the first steps of actually merging the HDR image in Lightroom, because the RAW image that it produces can be very useful!
How to Create an HDR Image in Lightroom
What is HDR?