There are 3 ways a photo comes out from HDR. Like super realistic, like a good illustration, or really bad. This falls under the good illustration category. Not bad. You could back off with the saturation a bit so its not quite so bright. But other than that, for a first attempt not bad at all.
HDR photos are highly compressed files which don't have a long contrast range and must be corrected after in another program. Using curves is usually a better choice than levels;