For example, I've shot Kodak Tri-X for a good bit of time now after a stint with TMax 400. When I shoot portraits I like to have a certain amount of detail, but I also love the prints to show some grain. In close-up scenarios, Tri-X looks fantastic, because the grain of the film doesn't obscure any of the facial details I like to show, and it adds some really great texture. Shooting close-ups with TMax 400 is equally rewarding, in spite of its much finer grain, and in the end there is not that much difference. With either film, details are clearly resolved.
But if I shoot a landscape scene, where there more areas of even tonality, the Tri-X grain becomes a lot more prominent, and finer details in the scene may or may not be obscured by the grain, but at a certain point, there isn't enough resolution to show those details clearly, and I think it's here that people in general object to grain the most. If I use TMax 400 for the same scene, I get finer grain and a sharper print than with FP4+, with smooth shifts in tonality and a grain that is less obstructive.
If you're like me, you won't care about this grain being there - I've shot plenty of landscape pictures with 35mm Tri-X, and I do not think less of them just because they are grainy. In fact, I almost prefer it. But in the end, the biggest point I'm making here is that I do see a clear difference, but I also do not care much. It's so far down the list of what makes a good photograph (in my mind) that it barely registers.
HP5+ and Rodinal is, in my humble opinion, a very beautiful combination of tools, which can be used successfully to photograph anything. It's just a matter of taste, subject matter, and what you intend to produce in your prints that determines whether it works out or not. Keep an open mind, see what you can do with contrast, diffusion and tonality adjustments at printing time, and make the most of what you have. Fine grain with HP5+ in Rodinal isn't going to be easy, if even possible, especially from 35mm. But hopefully with your experimentation you will find something that you really love about that combination, move on to use it, and continue to practice to make beautiful, meaningful, and interesting photographs.