My brother seems to swear by using Shazam and Apple Music. If he hears something he likes he gets Shazam to listen/identify it, and then that song gets pinged to his Apple Music playlist. From there he can get further recommendations.
If you are the kind of person who already knows what you like, you can choose a streaming service (spotify, deezer, quboz, tidal, apple music, youtube music, amazon music...), you likely only need one. Add a few artists, albums or songs, and they generally recommend similar artists or styles based from your input. You can then like or dislike the tracks to fine tune your profile. There's the chance to create playlists, or stations based on songs, artists, albums and what not.
When I first tried one of these services, I couldn't really understand the point of radio anymore. These days I have grown to appreciate expert curation. And as such now listen to quite a bit of internet radio.
Making notes of things that you like, and later looking them up, or playing them is a good method for exploring music.
I probably have about a years worth of music mixes/playlists downloaded, more than I ever have time to listen to. My main gripe with the streaming services is that it can be hard to get your money's worth if you don't use them that often.
As there are some fantastic advert free radio stations/services available - I find there isn't much point in subscribing to any services - as again I would never have enough time to listen to even a small sample. The beauty of 'radio' is that it takes out any decision making process. Adverts tend to make me mad - so I avoid commercial radio.
Having a stream you can jump back and forth in is great. BBC Sounds now lets you rewind a live show which is super if you want to skip stuff you don't much like or go back and play something again.
Bandcamp is great to hop around and preview music.
I do have a fallback of digitised versions of my old CDs. This is useful when there is no Internet. However I'm pretty bored of all of it these days, and wouldn't much care if I dumped the lot.
Perhaps give us an idea of genre/type of music that you like, and people may be able to direct you a little easier.