Please examine this image:
http://i38.tinypic.com/2u6k86c.png
I am going to describe this in simple terms.
The heading indicator (alternatively called the directional gyro) is made up of a pointer and a card with markings on.
The N marking means North, which is 000˚ or 360˚ (both the same thing). The E marking means East, which is 090˚. The S marking means South, which is 180˚. The W marking means West, which is 270˚. As you can see, these directions go up each time by 90˚.
You will then see numbers like 3, 6, 12, 15, 21, 24, 30 and 33. Basically, these markings go up by 30˚, so:
3 means 030˚
6 means 060˚
12 means 120˚
15 means 150˚
21 means 210˚
24 means 240˚
30 means 300˚
33 means 330˚
Wait a minute? I just said they go up by 30˚ but look at 6 and 12, that goes up by 60˚. Well, don't forget that N, E, S and W are in between there too.
Next, there are larger lines which do not have numbers next to. These are 10˚ lines. Look at the image of the heading indicator I have posted. Find W at the top (West is 270˚ remember.) The next large line to the right is 280˚ because large lines are 10˚. The tiny lines in between mean 5˚.
Hope I helped! Keep practicing and reading more and more articles about the heading indicator. More importantly - do a flight for the fun of it and keep looking at your heading indicator as you will soon figure out how it works and helps you.
A good exercise to do when learning about the heading indicator is to randomly pick a heading (300˚ or 255˚ or 037˚) and see if you can locate it on your heading indicator. This is allow you to get used to the markings. Start off with easy headings and then try more difficult ones.