DIY. Find some obsolete or broken set of headphones. Repair or modify them. Listen to results.
Most headphones are very simple and easy to fix. Once I learned how to doit, people started giving me their old headsets that needed some TLC. I rotated many headphones that way. Some very high quality. Even If I couldn't keep them, I got to listen to them for a day and it was enough for me to find my own preferences and learn how good a headphone can sound. Most importantly though, I met audiophiles, who were happy to chat about their gear. Buying used gear is also very good way of meeting them.
Then there are audiophile meets. Look for them on forums. Maybe there is one in your town.