First-listen experiences to new albums by my favorite artists are usually incredible and unique experiences for me, because I'm already familiar with the signature sound of that particular artist (unless there's a dramatic stylistic shift going on). If it's something I'm not familiar with, then of course I have to get used to the fabric of the sound. It takes more effort because it doesn't immediately connect with my established musical taste palette. But it's worth it, branching out is fun and rewarding in the long run.
I remember giving away my copy of Tool's Lateralus (it was my first introduction to them) to a friend, because I didn't like what I was hearing. A few years later, I gave it another chance, and after a few listens it all made sense. Turns out the problem wasn't that I didn't like it back then, I just didn't understand the music. When I got to the point of giving Lateralus a second chance, Dream Theater had already made me understand/like 'odd time signatures'.
Nowadays, and my assumption here could be wrong, but I have listened to enough music to know if 'there's something for me in it' on first listen. If there's absolutely nothing that sounds interesting, I'll give up. There has to be some kind of reaction, but it doesn't have to be entertaining or soothing. If I'm disgusted by what I'm hearing; that's essentially a better reaction for me than being indifferent towards what I'm hearing.