Firstly though, if your parents have told you not to listen to certain types of music or specific bands/artists, it would be a sin to disobey them (Ephesians 6:1). However, if your music choices are left up to you, then figuring out your music choices is a matter between you and God.
Of course, like so many things, sin has a way of twisting what was originally meant to be beautiful and spoiling it. That is where your intelligence, along with discernment and wisdom from God, will help you make godly choices about listening to music (James 1:5).
“Each week we sit under the word of God together, opening our selves not primarily to information, but to transformation.”
What does the Bible say about listening to music?
God does not condemn music. Music has many purposes. In the Bible, we discover people singing and playing instruments to praise and worship God (Psalm 4:1; 6:1, 54, 55; 61:1; 67:1; 76:1). When Mary finds out she's pregnant with Jesus, she praises God in song (Luke 1:46-55). Music can soothe our troubled souls (1 Samuel 16:14-23) or be used in times of war (Nehemiah 4:20; Judges 7:16-22). Music can encourage (Ephesians 5:19) or express suffering, struggle, and sorrow to God (Psalm 88).
Music itself is amoral—neither good nor bad. There are no "evil" musical instruments nor "morally good" styles of music. What differentiates the beneficial from the not-so-beneficial comes down to the lyrics. Music affects each of us in some way; specific songs can affect different people in different ways. While a certain song may not affect one person, it may be detrimental to another. (See 1 Corinthians 10.)
Now, I want to clarify here that it is not a sin if you happen to hear an ungodly song. If it was a sin just to hear music with bad words or themes, you'd be sinning just by walking into the grocery store without earplugs! It is not a sin if Spotify spits out a song with explicit lyrics and you happen to enjoy the beat before you realize they're dropping f-bombs. The key to Philippians 4:8 is the phrase "dwell upon" or "think about" (depending on your translation). Will you allow the message of that song to affect you negatively (Matthew 26:41)? Or will you choose to stand firm against that temptation (James 1:12-16)?