Splunk is very security focused and has many apps and various options for data etc....
A couple of tips:
When I first started, I had a play with this App, its a great way to learn about security datamodels and dashboards. Its not Splunk ES SIEM but its still very good to have a play with and learn.
https://splunkbase.splunk.com/app/4240
The other one to install and have a play with is security essentials - this provide so much security content, again good to learn about. (This is not a SIEM or monitoring app) and its my go to for security use cases.
https://splunkbase.splunk.com/app/3435
Its a very generic questions 🙂
You have a plenty of possibilities in network area
Have a look at https://www.splunk.com/en_us/blog/learn/network-security.html and https://www.splunk.com/en_us/blog/learn/network-monitoring.html
and probably you should get something to start with