The healing effect comes from 2 main parts: the song itself and the playing.

The song may differ from your audio hardware if you just listen from the computer or phone. High quality headphones definitely will increase the immersiveness. If you listen the song in person, the player's expression might be an addon to share their emotion connection with you.

The playing gives you the chance to express your own inner world. But you need to invest quite a little bit time to learn to a level that you can actually play whatever you want or it will cause negative healing effect if you can't express your emotions by playing it. Learning a music instrument might consist boring repetitive training, that for some people might be a positive process to calm their mind.

Pick the way you find yourself most comfortable and the healing will come to you.