Learning the nuances of sound can be a lifetime endeavor. To jumpstart it is helpful to listen to vastly different sounding systems and acoustic instruments and concerts. The former to expose you to differences, the latter to calibrate you to what the real thing sounds like. Personally my favorite is the symphony. I’ve had season tickets to the symphony for ten years. Often I will listen to the ambience… the sound of the venue before music, then the individual instruments, the attack when a bow hits the strings. Then in smaller venues the pitch and tonal balance of a sax for instance. Pianoes are great.
Then to other systems. Go to high end stores and ask to audition some of their systems. Be honest in that you are interested in high end audio and are trying to get your feet on the ground about the sound that appeals to you. Go when it is not likely other folks will be there. Maybe take Wednesday off and go in. Maybe call in advance. Find a dealer (person) you really click with. They will be ecstatic to be your guide. This is the kind of person and relationship you will want to build. Good high end dealers know that building a relationship now will result in sales later. Sometimes a lot later. I have had relationships with dealers for 20 years.
Oh yes, one other thing. Try and listen to the music… not the component. It is important to listen quickly when you swap to detect major differences… but you want to let your subconscious soak up the sound… real important differences in musicality come out this way.
Also, if you are going to compare DACs… start by comparing vastly different priced ones… not similar. Try auditioning a $1K and $20K DAC. You want the differences to really stand out so you can become familiar with the kinds of things that are different.