Question about CDI/OBS and HI
Could somebody please explain me the differences between using the OBS and the Heading Indicator


They are two very different instruments. The OBS is used to track inbound/outbound from a VOR station, whereas the HI (or, DI - Direction Indicator) shows the current direction of travel (assuming it has been aligned correctly with a compass).

"Turning the OBS to align the needle" is not really the usual way to use that instrument * - you set the OBS to the radial you intend to fly, and use the needle to align yourself with that radial. 

If OBS and DI agree with the needle centred, you're on the radial selected by the OBS.

* There is of course a use-case where you just want to go direct to a VOR, and then you may just turn the OBS until it shows "TO" with a centred needle. But if you're doing this regularly you might be using it wrong.