I recommend starting out by listening to some classic albums of the old masters and some of the current masters and this way try to find out what you like. I got introduced to jazz by watching "Bird" the Clint Eastwood movie about Charlie Parker. I then started listening to Miles Davis, John Coltrane, Thelonious Monk (old masters), etc. and later on to Joshua Redman, Eddie Palmieri, Branford Marsalis (current masters), etc.
I found out I like old bebop, hard bop, a bit of fusion and not so much vocals or big band. So then I started digging out more old bebop records, and new ones discovering new jazz styles I like on the go.
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