Before listening to the music, learn and memorize the various and styles (or sub genres) of progressive rock, as there are multiple of them:
Symphonic – Highly influenced by classical music, with complex song structures.
Progressive Folk – Features elements of folk, blues, country and world music.
Crossover – More accessible, often radio-friendly progressive rock inspired by classic rock and pop.
Psychedelic – Features surreal, psychedelic guitars and keyboards and sci-fi elements.
Eclectic – Bands in this genre play a broad range of progressive styles.
Progressive Metal – A mixture of progressive rock with heavy metal music.
Jazz Fusion – A mixture of progressive rock with jazz music.
Neo-Progressive Rock – More modern and often highly-advanced progressive rock, largely aimed at veteran fans.
Remember that the styles do not end there. There’s many more – too many to list, and there are still various styles of progressive rock being developed as they constantly cross over with each other to create newer sounds. It can difficult to categorize some progressive rock bands, so sometimes it’s best to just jump in and see what’s there