Sometimes it's easiest to quickly get going when you can follow on to some example code. Here are some repositories that allow you to do just this.
You can play with hctsa using this fly movement dataset and analysis code. This repository allows you to skip the process of running an hctsa calculation (you can download precomputed results), and get straight down to following some analyses, including code for classifying recordings during the day versus night, or from males versus females using time-series feature extraction.
You can try your hand at classifying different strains of the nematode worm C. elegans based on their time series of their movement speed. The repository, with links to precomputed
HCTSA.mat files, is here.