To start learning Henning - Shangri-La chords, delve into these chords sequence to get the song's feel: Dm, C, Dm, F, Dm, F and C. For a smooth transition, initiate your practice at 49 BPM and gradually match the song's pace of 99 BPM. Align the capo with your vocal depth and chord choice, bearing in mind the song's original key: D Minor.