With Apple Music, I recall there was a favourite sub/genres selection on first use/setup.
After that it's just listening, You can accelerate the process by tagging favourite songs/albums and "suggest less" for things you don't like. I didn't listen to the various mixes offered for years, just used the 'x fans also like' and 'more like' offerings, as well as 'similar artists' that appears once you select a particular artist, and so on to discover new stuff to try. Also, reviews and new releases on music mags like Pitchfork etc.
Recently I've used some of the mixes (algorithm-generated playlists based on my listening history, with various modifiers like 'heavy rotation' 'chill' 'favourites' 'new music' and so on.
I don't know the specifics for Spotify (I'm not a fan, they pay artists less than anyone else, and instead spend large sums supporting retrograde activities that are outside scope for discussion here) but I imagine similar stuff, and there are some hints from users here already, so try those.