This is an example of what mild tone mapping on a HDR image looks like compare to a normal shot.

Tone mapping is mandatory to display a HDR image and different parameters may give very different result, but to keep the image realistic, this is just a mild rendering.

Basically it gives more details in the shadows and highlights while the color rendering is affected to. Not every shoot gives a nice result in HDR, only images with a wide range of lights and shadows.