Welcome. You wouldn't be here if you had no hope. Some starter advice:
Find a good room (not a cube, private is better, physically isolated/insulated is a plus). If you're looking into headphones you can disregard the cube/insulation issues.
Set a budget (if low end check out the 'Cheap and Cheerful' and 'Vintage' circles).
Pick out a good selection of music you like that you can use for auditioning that tests the extremes of a system.
Take notes while auditioning (forces you to listen) and limit yourself to 4 or less sessions per day. Take your time.
Most audiophiles find the gear hunt as much fun as listening to the trophies at home.
