My Japanese lesson has an oral exam, the title is しゅみについて. Can anyone explain what is the meaning of the title? Can I start the conversation with this? しゅみについてどう思いか？
The title sounds like the exam is "about your hobbies".
It might be a good idea to begin by talking about your hobbies... or, perhaps, by asking your conversation partner about their hobbies.
I would not recommend using "しゅうみについてどう思いか？", though. You might want to start out by using something simple like: ＿＿さん／＿＿先生のしゅみはなんですか？
As @summea said, the title of the exam is "About your Hobbies". As you said that it is an oral exam, I would expect your teacher to ask you questions about your hobbies, such as 趣味【しゅみ】は何【なん】ですか? Or if you are the one asking questions, you should ask questions like that. There are many appropriate answers to questions of this sort, but they include:
Most importantly, use what you've learned!
As an aside, しゅみについてどう思いか would be a strange thing to say, because a) it is grammatically incorrect, and b) it is somewhat off-topic. The correct grammatical form would be 趣味【しゅみ】についてどう思【おも】いますか, and that would be a bit better, but I don't think "What do you think about hobbies?" is really the question you want to be asking under these circumstances.