How important is it to listen to music at the correct volume level? Taking command of your volume knob.
“There are certainly times when you want to play music quietly – more quietly than how it was recorded. We all do this for many reasons.
There are also many times you hear music played more loudly than it should be. A lot more loudly. Such as at audio show demos where they may be compensating for deficiencies in the system, or in a room full of people where some are talking and ambient noise level is high, or because of a lack of understanding the importance of getting the volume level just right.

To get the spectral balance and perspective of your music to lock in and come across most convincingly, a recording should be played back approaching as closely as possible the original performance’s recorded volume level. Not that everyone has the speaker efficiency, power amp rating or listening environment situation to pull this off completely with an orchestra playing at full tilt or on very loud rock music.

Let’s take the human voice we each can relate to. On solo vocal recordings in particular, the naturalness of the voice is easy to hear when you get the volume just right. Get it too loud and the perspective skews forward and the voice sounds too big (clown mouth) and shouty, with detail and tonality not in proper balance. Get it too soft and the voice becomes small, lacks dynamic presence, low-level detail drops off and the tonal balance gets thin and out of whack. When it’s right, the mouth, throat and chest tonal contributions of the vocalist strike a believable balance. The overall perspective and dynamic operating envelope are more convincing. The more natural the recording, the more evident when these things are just right.
A final tip is to be sure you set the volume level right for the dynamic range of the entire track so you don’t end up having to turn the volume level up and down during different-level passages. Some will go so far as to mark their disc jackets with a post-it note indicating the reference volume level setting on their preamp for each recording.
Once you zero in on this aspect of your system, the music becomes more enjoyable over the long term and allows for more accurate system sonic evaluation as well.” – Audio Research