I was in the same boat about two months ago. I decided to give them a try and used the headphone output at about 70-90% volume to a tiny FiiO E6 you can get for a little less than $30 and I instantly could tell I wanted more and better equipment. The better stuff I got, the better the experience became from my leisurely activity. Now I am hardly ever caught without either my earbuds or my headphones or earplugs and some type of audio player.
If you wanna give it a try at a low cost, I highly recommend the FiiO E6 or a similar type of product to get your foot in the water and not feel bad if you replace it with better gear in the future. Each and every time I hear new music on the radio or in a store and I listen to it with my gear in high quality and you start to pick up on things you never heard before, with better clarity. I can't tell you all the technical aspects of what I just said, as I am still learning and picking up on things as I go on, but I love every minute of it.
To Be Noted: in the past 2 month I've managed to spend quite a lot of money on audio equipment. I don't regret it, just letting you know you may end up doing similar, as I have read many other have done on this forum.