Often you need to listen to the music since the "burn-in" is often just getting used to the new sound.
Alternatively, leave it on for a day, but don't play anything, then listen to it. If it sounds better, then either the sound changed or your expectations were lowered sufficiently (yet another form of burn in).
Then, if leaving it on for a day didn't make it sound better, play music through it without any headphone plugged in for a day, then check again. Use a low volume
If that doesn't work, play music through it for a day with headphones plugged in, then listen again. If that doesn't change the sound it's possible you need to buy a new headphone cable, or a new power cable, or upgrade the caps, or upgrade the jacks, or update the resistors, or upgrade the wire, or upgrade the sockets. You may have a vibration issue, so you should put anti-vibration pads under your crack, under your source, and under the CD for one hour before you insert the CD into the CD player (to remove any pre-vibrations that might carry over). If you are playing music you downloaded, make sure the music has to to "rest" and become acclimated to your hard drive. If not acclimated, the music could get upset and sound jittery. Really. Google jitter and you will find all sort of discussion on jitter and how to avoid it.
Hahaha, thanks. Great post.