Below are a number of options to get you listening to your favorite songs. The best choice for you depends on what you want to listen to, what your skills are, your finances, and your willingness to invest effort. If you are able to at all, I highly recommend buying music from the artist directly which you can do via BandCamp, the artist's website, or by visiting your local music store.
Streaming Music
Spotify is most people's streaming platform of choice, and it can't be beat in terms of convenience. Or can it?
There is a free open-source application on GitHub for Windows, Mac, Android, or Linux called Spotube that pulls from freely available Spotify music and YouTube to play ad-free, privacy honoring music from a MASSIVE variety of musicians and genres. You can directly download installers at the GitHub link and get going!
This is free and based entirely on the music both Spotify and Youtube make already available for streaming. Click the GitHub page above to learn more.
If you do insist on using Spotify, it's important to opt out of any data collection you can (if you're not sure why this matters, a fast and easy summary of why this is important was written up by a Redditor here or, if you prefer, you can read from the EFF here). Using Spotify is your decision and therefore your responsibility to research how to pull off wisely. I do recommend looking into Spicetify for customization and more privacy options if you do decide to go that route.
While streaming is fun and convenient, it does have drawbacks. You don't technically own a song when you stream it, so if the streaming service stops carrying it, you can't listen to it. If your internet is down, you won't be able to listen to music to pass the time. So if you love a song, the undisputed best way to get the full experience is to either download a high quality file, buy a CD, or get it on vinyl.
Downloading Music
You can download moderately high quality music easily by using a YouTube downloader and converting the video to an mp3 file for listening later. It is, of course, advised to only do this with copyright free music. The quality is better than streaming because it doesn't need to be compressed and decompressed over the internet once the file is on your computer.
If you have a Spotify playlist you'd like to find on YouTube and download, you can easily do so using an opensource app called Spotify Downloader. For me, this is by far the easiest option.
If you're okay just manually specifying the URL to certain songs you'd like to download, you have a couple options. For a no-code option, you can search for any "Youtube mp3 downloader" (here's one, for example). They are almost universally laden with ads (if you're not using an ad-blocker) and will put some caps on how many you can download in hopes you'll pay for their service. There is a... wait for it... opensource version of this that has none of those issues.
Another, more hands-on option is this GitHub project that will allow you to batch download a list of YouTube videos. It does require a little tinkering around with some pre-provided code and learning a bit about using the terminal, but once you've done it the first time it will be quick and easy to do it again.
If you're passionate about the music you listen to and want the best quality, there really is no better choice than to buy the CD, which should have entirely lossless files, or making the leap to vinyl.