When prepping for an RPG, whether running or playing, I like to assemble a playlist on Spotify to get my headspace so, so right. Usually these are songs that fit the mood of the world, session, or character that I'm working on. I've linked a few below as examples:
Hannah is the name of my Clock Mage from an ongoing Dungeon World campaign. She's a woman of indeterminable age who can skip forward and backward through very small segments of time. She's a widow who married into a huge and powerful wizard mafia family, and that has caused some tension as one of her fellow party members has a borderline insane vendetta against that faction. The tracks I picked for this are all about either her time powers or her chosen role in the group, which is that she has basically adopted them. She doesn't really have any stake in the group's main goal; she's there because she wants to make sure they're all okay. Those poor teens.
I'll have a full post about Erebus in the future, but the short version is that it's a Paranormal Americana story set in a fictional Alaskan town where the sun sets for a long period of time in the winter. It's sort of a crude amalgamation of Nome and Barrow, AK. It involves things like the boogeyman, Zalmoxis, and Mothman.
Now some people like to play music during the game. This is an approach taken occasionally by Matt Mercer in Critical Role. This can be helpful, so long as your GM doesn't hide a single instance of Rick Astley somewhere in the 115 hour playlist he created like my GM did. I'd recommend keeping multiple playlists for different moods, like ambient, combat, etc. In fact, my GM goes into much more detail on the use of music in-game on his own blog, DMpathy. Check that out.