What does "compression" like?

Making recordings is an art not just nuts and bolts engineering.

Compression is one of the tools applied as part of the art and not always necessarily a bad thing. It's a tool that provides various views into the music as envisioned by recording engineers. Sometimes, that vision is a purist one, attempting to reproduce what was heard live, but that is fairly rare these days but still practiced well by those with skill who choose that style.

Data compression algorithms for digital files are entirely different than compressor/limiters techniques used in audio processing. For nearly all pop/rock recording styles a little compression makes the recording sound better.

Simply, if you notice on different recordings, the volume knob for one recording, you barely need to turn it on and the music is very loud. Other recordings you can turn the volume knob half way before it gets loud. The one that you barely have to turn the volume on is what we would call very compressed. Especially if you are familiar with a song live, if you know the beginning is soft but on a recording it is loud, then the volume has been raised for the beginning. Basically the whole song is at one volume level and any changes in volume during the song (dynamics) are gone.

Like Wildoats said. Plus if the singer is the same volume as the drums and guitar.

I've seen a few user reviews on Amazon where the reviewer says that something's wrong with the CD since he needs to keep changing the volume during the song.
I always feel like making a comment, but it might get ugly.

Thanks a lot for all the educational replies, folks! Now I understand. And what I
was asking about was dynamic range compression, not file size
("lossy") compression of digital files.

Again, very helpful!