Have you seen the little retractable antennas for like $15? Example: https://www.amazon.com/C-Crane-ANT-SW-CC-REEL/dp/B01I27ZOQM
A ton of great advice on here and a ton of good radios.
No matter what radio you get, you're going to get the best results from a long wire antenna outside and as high up as you can get. Even cheap radios will pick up a ton of signals this way, so the thing to focus on is how easy they are to tune and if they can isolate from noisy local stations. Now that's not to say you won't be able to hear anything indoors or with a built in antenna, but a decent antenna will open up a new world of signals to you and it can literally be any scrap wire you can find (avoid shielded or twisted network cable). Just get it high and avoid sources of interference (like electric lines).
If you don't want to cobble something together yourself something like this can clip on to just about any telescoping antenna: https://www.amazon.com/C-Crane-ANT-SW-CC-REEL/dp/B01I27ZOQM/ref=sr_1_3
On the other hand, if you really want to go down the rabbit hole and you enjoy tinkering and are fairly good with computers, there's a ton you can do. I'd start with an SDR like this: https://www.amazon.com/NooElec-NESDR-Smart-Enclosure-R820T2-Based/dp/B01HA642SW/ref=sr_1_4
Unfortunately you do need a "ham it up" to bring the low frequencies up to the range that device can listen to: https://www.amazon.com/Ham-Up-Nano-Upconverter-Accessories/dp/B084KL1MXM/ref=sr_1_4
Strong AM signals can be problematic, so something like this can help: https://www.amazon.com/Broadcast-Reject-Filter-RTL-SDR-Blog/dp/B01N9SHS7P/ref=sr_1_8
In my experience, don't bother with an LNA (Low Noise Amplifier) - you'll have better results by focusing on antenna design. A good receive antenna follows the same guidelines as a good transmitting antenna, a dipole or end fed will do well, here's a conversation that you can pick apart for advice if you are so inclined: https://www.reddit.com/r/RTLSDR/comments/fbs4ys/random_wire_antenna_tips_and_tricks/
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https://www.amazon.com/C-Crane-ANT-SW-CC-REEL/dp/B01I27ZOQM/
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Couple things on this radio that other comments seem to muddle:
The capacitors are probably fine, but if you really wanted to change them out, it's not that much of a process.
The MB ("medium band" which I think was just an alternate name for "medium wave" at the time) was intended to for police/fire use, but you're not likely going to hear anything there, these days, outside of pager systems. Times have changed, and effectively killed "police scanning" in the sense that it once was known.
Your physical location is going to dictate what you can hear far more than the radio ever will. If you are not in an area where propagation is reasonable, or you are far from broadcasters in general, a radio with access to all the bands isn't going to mean spit. If you're in the US, we're a tough audience for shortwave, and not much reaches us these days with any real clarity save for Radio Havanna and a few other stations that rebroadcast from within the US, and even they tend to get buried under the fire-and-brimstone preachers who take to the airwaves.
Despite all that, you might still do well with a wire antenna and a clip adapter, sold fairly cheaply on Amazon. The clip will clasp on the end of your telescopic antenna, and you can unwind the wire and string it up as best you can to try and grab a bit more.
I am not super familiar with that model radio, but the big inner knob (VFO, or variable frequency oscillator) is your main tuning knob, and the outer ring on the knob will be for fine tuning. You're going to want to get used to how both of those feel, especially the teeny tiny corrections the outer ring will allow.
None of this, of course, is meant to be discouraging, but as a radio fan located in the Midwest US, it's a definite challenge and a test of patience to really get anything worth listening to. I just want you to have a realistic expectation, instead of another "listen to my favorite frequency!" reply, since i find those to be the least helpful thing here on /r/shortwave . Location is always most important, with the radio being a very close second, when it comes to what you can actually do with the shortwave hobby.