My first use of DSP using Roon was headphone correction using the instructions in this thread: Headphone settings for parametric and convolution equalizer
It’s obviously headphone only but gives you a chance to hear the difference DSP can make without too much effort. Headphone correction is easier than room correction as there’s far fewer variables. If you want to get hardcore you can try this thread on room correction: A guide how to do room correction and use it in Roon but it needs an investment in equipment and time. The results can be very good.