Welcome to HDR. Personally, I'm a fan. Others are not much and there are very few in between.
If I were to pick three things wrong with this photo, it would be... focus, noise, and saturation.
When doing HDR's, your on a tripod (or should be). If motion blur isn't present, use a ISO of 100... as previously stated, HDR's amplify noise.
Also, take as many photos in small increments as you can. I typically take 9 photos from -2 to +2 EV at 0.5 EV increments.
Now, for your photo. Seems a little out of focus, were you using a tripod? I feel like the colors are over saturated as well.
Having said that, it's a great composition with some potential.
Have a look at Stuck In Customs... great HDR tutorial: