I noticed the posts so far talk about what we do externally when we listen to our music, so I want to mention what I do internally because I'm curious if anyone else does it too. So usually after I get through the first listening of new music, like a new album, and am more familiar with the songs, I tend to just have facebook or some kind of pure visualizer playing and then listen without interruption for at least one album while in my head I'm putting myself in the shoes of the performer as if what I'm hearing is me playing it live for friends and strangers, etc. I do play drums so I always put myself in the place of the drummer, if its electronic music then I am the dj lol. I know this comes off as really self centered and show-offy, but it's more of a release from past "embarrassments" when I was starting out and did not perform well and it went unnoticed within the crowd, sorta like a background musician at a restaurant feel versus full blown stage performance (which it was supposed to be, kinda lol). Don't get me wrong I have no issues with all of this as it has been well over 5 years. But the original release method so this never got bottled up kinda stuck, I don't even usually imagine myself as being looked up to, or being praised, instead I always imagine it as purely providing a totally involving and in the moment celebration for people I care about and strangers alike.
Since that's how I listen, it means I always listen without doing anything else besides looking at something along the lines of a visualizer, because my conciousness is busy creating this live show in my head, but my eyes always need something to look at. I'm a very visual person, with audio coming in a close second, so I always need my eyes occupied. Also I learned that I can't listen to music that has lyrics and read something at the same time, like when I do college work at home, the music I listen to has to be instrumental. Otherwise the only other time I listen to music is anytime I drive, unless the drive is shorter than the length of 1-2 songs. Thats the only time I listen to music and am doing something else.
So yea, I have yet to meet anyone who seems to create this world in their head in the same manner as I do when they listen to music. To imagine that it is you that is playing the music from the point of view of one of the instruments, I should also mention that it can seriously change how you perceive a song, and what you start to like/dislike in terms of recording methods and mastering, not to mention depending which instrument you relate to and focus on, a song you liked can change to a song that doesn't groove anymore. I focus on drums, so any song that has drum parts that aren't interesting/skilled/unique enough become very boring for me, even if it is a technically great song in other aspects.
Anyways I'm curious to see if anyone else here does something similar to me when listening to music.