The birds that visit my yard enjoy the ever popular Black Oil Sunflower seed. In fact, most birds favour this type of seed. So... I suggest you avoid purchasing mixed-seed and other fillers. You get much better value by purchasing Black Oil Sunflower seed for your feeder(s).
The Red-breasted Nuthatch shown below loves to eat a variety of food. Including the aforementioned Black Oil Sunflower seed, nuts and suet too.
As a hobby, bird feeding and watching requires patience and a bit of study/observation on your part. It may take a number of seasons before you start attracting a variety and greater number of birds.
Birds can be picky about feeder location. I ended up moving my feeder stations further away from the house and closer to the trees. However not so close to allow squirrels to leap from a tree limb onto the feeders. So a little trial and error might be in order.
I also put out specialized feeders for Hummingbirds and Baltimore Orioles when they migrate here in the Spring.
I only put out suet in the colder months, the fat provides them added energy.
On another note, I feed my feathered guests year round. That doesn't mean you have to follow my practice; however, I believe if you start to feed the birds in the winter, you should continue to do so. It is my opinion the birds become habitualized and will continue returning to your feeders with the expectation food will be available.
Did you know birding has become the fastest growing hobby across North America!
Have a wonderful day!