Refine edge works really well for selecting shapes that have very textured edges (like grass, leaves, hair, or fur). If all you want is to get a soft-edged selection, you should make your selection and then tap the Selection menu and choose Feather. The larger the Radius you use, the softer the selection edge will become.
To really get a good view of your soft edge try this:
- Make a selection.
- Use the Refine Edge or the Feather feature depending on the subject matter.
- While the selection is still active, tap the Add Layer button and choose Layer from Selection.
- To get a good look at the edges, turn off the other layers so you can only see the one you just created.
Here is a good example of when Refine Edge works most effectively. Compare the edges where the horse's mane and whiskers appear:
I hope this helps,