I have to be in the right mind-set for what I'm listening to, close my eyes and only take in the music. Good monitors is a must since I'm a sound-snob.

Some of my favorite experimental artists

Valentin Stip
Nicolas Jaar
SOHN
Fever Ray
aRia sappHo
Howling
The Acid
James Blake
Mount Kimbie

If I can think of it as a soundtrack to some interesting film, I'm going with it and let it play on. Usually this hits perfectly when I dig out my Nurse With Wound discs.

That's a good method, since a lot of what people would consider to be "difficult music" often tells a story. Sometimes I look at a lot of free improvisation, free jazz, noise and such as being a conversation between instruments since that is often what's happening. The musicians play off of each other and respond musically to what the other instruments are doing, so it is kind of a conversation in a more literal form as well.