First, I would say it a learning experience. Until you have spent sometime listing to various headphones and various sound signatures it all sounds like "sound". After a bit you start to notice differences big and small in their sound. You also start to figure out what sound signature appeals to you. Just like most thing the more your exposure you get the better you get at it.
Reading/watching reviews from various different reviewers to get various take on sounds and specific headphones will also give you some insight. Just remember we all hear differently to a certain degree (the way sounds bounce off our inner and outer ear changes what we hear) so there will also be be some disagreement, I might find something too bright while you will think it just right.
What is your specific use case (at home music enjoyment, portable use)?