Something is wrong. You should be enjoying crisp clear sound.
You might want to further describe your system (cd transport - dac - preamp - headphone amp). You say you have a dac/headphone amp. You should be able to connect your cd transport to the digital in on your dac/headphone amp and plug your headphones in and be good to go. You don’t need to take the analog out and run it through a preamp.
If you’re not having some kind of connection problem, get back to whoever you bought your gear from and seek advice on your system and try to isolate which item isn’t working properly. If you can’t find the problem, return the gear.
You might want to further describe your system (cd transport - dac - preamp - headphone amp). You say you have a dac/headphone amp. You should be able to connect your cd transport to the digital in on your dac/headphone amp and plug your headphones in and be good to go. You don’t need to take the analog out and run it through a preamp.
If you’re not having some kind of connection problem, get back to whoever you bought your gear from and seek advice on your system and try to isolate which item isn’t working properly. If you can’t find the problem, return the gear.