The nice thing about most “classical” music is that it was written long before any kind of recording technology was available. Unlike today, when you can listen to almost any piece of music whenever, and as often as you like, composers knew that you might only get one chance to hear their music. So most good classical music is written to be understood and enjoyed the first time you hear it.
That’s not to say that it doesn’t benefit from careful listening, from repeated listening, and maybe even doing the odd bit of homework in advance. Lots of traditions have grown up around classical concerts, and they’re all there to help you enjoy a piece of music the first time you hear it. A century ago, that might have been the only chance you ever got to hear it the way the composer intended! So concert programmes include programme notes, giving the background on a piece; concerts are listened to in silence (so everyone has the chance to hear the music); and sometimes there are pre-concert talks explaining the music (check the venue’s website to find out). These are all, still, great ways to help you get the most out of a live performance.