Make sure your poker site allows the use of HUD, just to be sure you're not breaking their terms. If you're breaking their terms to use a poker tracking software, then either A) don't use a HUD on their site or B) deposit on a site that allows tracking software.
Other than that, yes. Using a HUD is probably going to be a good thing for most players at most stakes.
Ultimately, the HUD is tracking information that is an overload for you to pay attention to while still playing well. There is a lot you can observe on your own, though. In general, a HUD is most useful when you've got a thousand or ten thousand hands played against a single opponent. Up until then, your own notion of a villain's play style will guide you to correct decisions about as often as the HUD will.
There's a lot to understand about what the HUD is telling you, and I suggest you start with learning exactly what each stat is and is NOT. Learning about probability and statistics goes without saying, as you'll need to understand what the HUD is showing you. It's showing you statistics. Understanding the context of those statistics and how wide a range of values they actually represent is worthwhile for your sanity, in my opinion.
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