I do not use a HUD
I start with the 2 players to my left and the 1 player to my right, as these are the players I'm most likely to get into
hands with. I am looking for things like:
How often do they play a hand (loose or tight)
Are the normally raising or re-raising? or are they normally checking, calling or folding? (aggressive or passive).
What is their standard preflop raise size and does it ever change?
How do they react to a 3 bet?
Do they play more hands in position?
How do they play post flop? Do they Cbet? Do they "fit or fold" on the flop?
Once I've got a pretty good idea of how the players nearest me are playing, I pay attention to who are the most active players at the table, since they are the other players I'm most likely to play hands with.
Finally, I start paying attention to the remaining players and usually more interested in those to my left.