Find a good brick and mortar audio store, and go in and ask questions, and listen. talk to others that come in and the people who run it, and listen. In a lot of ways its not much different than Photography, except with that its just take more photos.
Your first "good " system will not be your last. But all the components interact in that system, some for better some maybe not as well.
Use good source material, and find favorites you can take with you. Speakers all sound different, so you want a standard to judge those different speakers by.
Couldn't agree with the last poster more, the music comes first. Also it sounds easy, but learn to listen.