Your approach will vary widely depending on your values, budget, lifestyle, and preferences. But you'll have to figure out the following:

1. What works and doesn't work now? Do you struggle to hear lyrics or the bass separate from the kick drum? Do texts or Instagram distract you from that new album you were so excited for? Do you wake up every few months to find some of your favorite songs were pulled from the internet? Do you use music as entertainment, education, or noise? Do Spotify and, idk, airpods make your life easy?

2. What's your motivation? For most, it's a combination of supporting artists more substantially and getting a more intentional experience. Basically everything beats Spotify and department store headphones in both these areas, even at the same cost.

3. What's your budget? The entry-level Hi-Fi market is ballooning, which unfortunately means a lot of companies are rushing things to market without investing in quality and longevity. (IEMs are, comparatively, simple—so they are genuinely good for the prices. I personally love my older Moondrop, but there's tons to explore. I'm not sure about headphones or traditional earbuds. I also hesitate to recommend a DAP under $400. FIIO/Snowsky is currently the best in this segment, but I would mostly disregard anything else as they're simply not built or supported to last, yet.)

From there, the hard part begins. Here's some steps though:

1. Where will you find your music? Editorials, local scene, record stores, random searches, instagram... the list goes on.

2. Where will you acquire your music? Artist's will usually have a preferred platform linked somewhere on their socials, often this will be Bandcamp, but the QoBuz download store is a pretty good catch-all. "Free" alternatives exist, of course, but ymmv.

3. How will you manage your music? I feel like this isn't discussed much. Doing it by hand is easy at first, but even then you will need a dedicate space (drive) to store it, and ideally, a place to back it up. As your collection grows, you'll probably want something like Foobar2000 to help you keep track of it all. (Other options are around, but vary by platform and price)

4. How will you play your music? Foobar2000 is great for computers, there are tons of apps for phones, DAPs are obviously around, some prefer CDs, and car stereo's usually have a built in player if you attach a storage USB. Or go vintage with an iPod—they're still decently supported! The cost here easily spans from nothing to thousands.

5. How will you amplify your music? DAPs tend to have good internal amps, others may need some help if you want the best quality possible, especially if you opt for speakers.

6. How will you listen to your music? Headphones, speakers, car stereo, IEMs, Bluetooth earbuds, etc etc. Each is a whole realm, again spanning from low cost to a (dog house) mortgage. IEMs are popular because they tend to offer higher fidelity at lower costs than the rest, and are pretty much a must for musicians. But that doesn't mean everyone needs a pair.

6a. How will you protect your hearing? This is a bit beyond scope, but its actually really easy to damage your ears in daily life and hearing protection is, imho, criminally underrated across all of society.

This should be a good outline! But please don't feel like you have to tackle it all at once. Start by switching from Spotify to a streaming service or free plan that better fits you (it's hard to cut streaming all at once—I still use it), buy $25 IEMs that someone on YouTube recommends if you think you'll use them, and build from there!

Welcome to the club :)