On Apple Music you will want to "love" and "dislike" songs (you can do albums too, but I usually just rate the songs as they play).
Even if you don't rate the song, Apple Music will consider whether you played it all the way through or skipped.
Eventually you can tell Siri, "Play something I will like" and she will start your personal radio station going.
Then you can tell her "Play more like this" if she finds a genre you really want to hear more of.
Also, "Never play this song again" is useful if you hate it.
As the songs are playing you can say "hey siri I love this song" or "hey siri I dislike this song" to rate.
Ok cool. I have never been that interactive with Spotify. I would grab songs I liked and add them to playlists and that was that. I don’t think I ever liked a song once. So I just have to learn the mechanics of this. I don’t mind it, especially if it helps me find new music that I enjoy.