Being in the n00b school I can give you a few pointers....
1) when buying headphones test out 3 or more different models, head to head, with your favorite professionally mixed and mastered track (that you love the mix of or know very well) and see what each set of headphones does to the mix and eq of the track.
Is the bass clear? How’s the isolation? Are the sounds fatiguing or harsh to listen to? Is there depth and space? Can you hear effects? Can you hear details like pick scratches and edits? Etc...
I did the following @ guitar center for an hour in a quite room by my self and could hear extreme differences between each pair of headphones I checked. Pick the headphones that sound best to you! Everyone’s ears are different and you have to find headphones/monitors that provide YOU the most clarity.
2) After finding headphones you like start testing this same mix (that you love and know so well) on monitors, computer speakers, boom boxes... ask yourself
The same questions and a few others
How is the bass represented? Is the sound harsh? Can I hear the reverb and effects distinctly? Is there detail or mud? Etc...
This will give you a good picture of how different certain situations can be...
3) take this track (from the steps before) and import it into your recording session at home. You will have to lower the volume level of the imported track to meet your overall mix level as professionally mixed and mastered tracks are much louder than your tracks.
Now listen to this track through your existing monitoring setup. Start a /b ing back and forth between the imported track and your mixes.
What are the differences? How are individual instruments eq'd in comparison between the tracks? What about reverb levels and mix depth? Etc...
These are your first steps and will teach you a lot about critical listening as long as you try to define the differences you are hearing in objective terms.
aka: low, mid, high, right, left, wet, dry, harsh, muddy, thin, fat, etc...
After all this you can get some monitors but in my limited experience it can be hard to get accurate/translatable mixes from monitors in an untreated room unless you compensate for the problem frequencies. If you find a set of headphones you like and can "learn” then a/b ing those against monitors in an untreated room can give you a better picture of what's going on. In fact the more sources you can listen to your recordings on the better!
You’ll know when a mix is translating well because every instrument will be clearly audible without being overpowering on every system you test on
