Trained ears.

I agree with all above posts.  Listen to music that you are familiar with (or that you like and are going to listen to over and over).  Do the instruments sound real?  I’ll listen for drums...high hats / cymbals.  

Familiar music is key, critically listen, close your eyes.  

If everything is right, or close, you can go from critically listening / evaluating to just getting lost in the music.

If you’re trying to see what differences a wall outlet or power cord makes make sure to change only 1 thing at a time.  Power cords and outlets / power conditioners increase bass depth and weight, gives a darker background from which music seems to just appear and gives better highs in my experience.

It’s all system and synergy dependant but changing out pieces and then evaluating the difference is part of the fun.

I wonder if people really learn to listen.  I was mesmerized the first time I heard my uncle's JBL Paragon/Mac system back in the 60's.  My father owned EV400 and an HK receiver and I was constantly listening until I was old enough to buy my own stuff.  I think you either relate to hifi or you don't.  I guess you can learn to hear what system comes closer to a live piano, assuming the recording is remotely trying to accurately reproduce the piano.  But ultimately, I think it's a more visceral, subconscious thing that listening to a great system does. 

Just like athletes who have to trainrf their bodies, critical listeners need to train their hearing.  Wide exposure, frames of reference, concentration, attention to detail...repeat, repeat and repeat.  No different than how a wine sommelier or perfumer train their senses. It takes both an interest and a commitment.  

If you know the sound of live, acoustic instruments, it's not that difficult to evaluate audio components ... especially if you have a few recordings that you've made yourself.

If you are comparing equipment, use familiar music, and do an ABA test.  When you go back to the A after listening to the B, you'll really hear any differences.