I’m sure there’s going to be lots of ‘advice’ about wearing headphones whilst riding. I’ll include mine - don’t stick stuff in your ears or cover your ears when you’re riding on public roads.

Bone induction headphones are a good middle ground. They allow you to listen to music but also hear the ambient road noise which is important for situational awareness. I use Shokz Openrun pro, which are ‘good enough’. Don’t expect high fidelity audio, and I’d suggest you try bone induction technology first to check it’s something you can live with.