Listen to some classical music. Really listen though and not while you are doing other things. Try a first movement of a Mozart or early Beethoven Symphony. First listen to it for the enjoyment. Then listen for a primary theme. Listen throughout the entire piece for that idea (usually the first thing you hear, although sometimes there is a short introduction). Then listen for secondary themes. Do they seem the same or different? See if you can figure out what order the themes are and if they repeat. Are there any other themes?
Then try to listen for the tone quality of the instruments playing. Do the same instruments play the same themes every time? What about dynamics (loud and soft)? Can you identify each instrument (you don't have to, but it may help)?
This takes active listening. You cannot figure out what is going on unless it is the only thing you are concentrating on. You don't have to understand what is happening all the time, but in the classical era (in Western European music) the form is very clear and understandable most of the time. Live with the same movement for a long time until you know exactly what happens and when. Can you sing the themes? You don't have to have a great voice, but it often helps. Then try another first movement of a different Mozart or early Beethoven symphony. You'll be surprised how much your learned through the first one and how much faster you can identify things.
Music can be used for relaxation, but fully understanding many types of music requires considerable concentration. Just a thought from a music guy