Part of the problem for today's new listeners is that classical music doesn't translate well when compressed into MP3 format and listened to on anything but high end speakers. The highs and lows of volume are compressed so the difference is less. In a symphony hall, the lows can be barely above a whisper while the highs can be so loud that they shake your body. The clarity of each individual instrument is often lost in MP3 with less than great speakers.
Some genres handle the compression of sound levels and tininess of speakers much better than others... country music and most popular music, for example, because they have less variation between the loud and quiet sections.