I agree!
With this list though comes the question, "where does one start?"... and in some cases, "how does one listen to this?"
Yes, music appreciation is not automatic. It's not your fault and there's nothing wrong with you if you listen and nothing happens inside. But you almost certainly can have it affect you. Here is a quick guide to how to listen to classical music. This is about as incomplete as the list on sockpuppet's writeup.
Tip #1: Classical music is not stuffy. Classical musicians are not stuffy. Well, most of us aren't. We give off that impression because of our ever-so-quiet concert halls (which is a relatively new phenomenon spreading from Wagner) and tuxedoes (now THAT is hard to explain).
Corollary: though you needn't be stuffy, there is a basic expectation that you be quiet. Why? People at a concert, especially the performers, are listening as intently as they possibly can. This means they can hear a LOT. Including candy wrapper noise and whispers. Often, things are put in the background, and missing them would be a shame.
Tip #2: Read the liner notes or program notes. If there are none, look the piece up on Everything2 or elsewhere on the internet. Does it have a story? Even without a story are there things it is going to represent in the music? For example, Bedrich Smetana's Ma Vlast makes much more sense if you understand it to be Czech patriotic music, and the second movement especially more sense if you know it is following the river Moldau from its source to finish. The third movement (Sarka) actually has a story to it. Knowing this program will help. On the other hand, authors can write without a program. Mozart's 40th symphony has no apparent external references, but it is still music that can affect... there is not a lot that notes can do in this case aside from technically explain. Even that can be useful, because…
Tip #3: Classical music repeats itself. But it comes back different. Try to recognize motives, that is, snippets of tune. What has happened to it? Was it once major but has now been recast into minor? If the composer was writing programmatically, does this motive stand for anything? Familiarity can help a lot here. Something difficult or even boring can come alive on a later listen, even if you're used to listening – Schmidt's 2nd symphony dragged for me, the first time.
Tip #4: Move with the music. If you are in a concert hall or other live performance, do so discreetly. If you have a recording you can listen to alone, be flamboyant. Dance, wave your arms like a conductor, clench your fists, sing along, whatever gets you into it. If you can't find the rhythm of the music interesting... well, some classical music essentially ignores rhythm. Occasionally, it still works despite missing this main feature. I cannot think of many examples though...
Tip #5: listen for dissonance. A story is exciting when things don't always go right, and the characters must resolve the situation at great effort. Similarly, music becomes exciting when the vanilla major harmonies twist into somewhat painful minor, or worse - how will the composer get back to something less jarring? The dissonance can resolve immediately, or only after much effort. One of the necessary skills of a composer is to stretch out the resolution of a dissonance to keep the piece viscerally engaging, without alienating the listeners. Usually, this combines with rhythm, as the dissonances are emphasized or deemphasized to make whatever musical point the composer is trying to get at.
Regardless of time period, some pieces involve slight dissonances (Pavane for a dead pricess). Others beat you over the head with it (Symphony fantastique). Over time, though, what could be considered dissonance changes. In the Middle Ages, a perfect fourth was considered dissonant. Now, it's considered one of the least dissonant intervals around.
Tip #6: Don't use a long playlist. Consciously select each thing you listen to, so you associate it with its name. Do listen to a few things repeatedly for a while to get to know them, rather than moving on rapidly. I was once given a 10 CD set. It was too much. I still don't know more than a little bit of it, since it was too much to absorb at once.
If you can get the feel of dissonance/resolution, pattern, and rhythm into your bones, the rest is small potatoes. However, not being stuffy and knowing the story have their places.