Much like color, music sets the tone for the game. For example, the theme to Super Mario Brothers 3 is going to have a different emotional reaction than the theme for the Three Easy Pieces world in Braid.
When I was in high school, a friend of mine lent me the soundtrack to the film Last of the Mohicans. I listened to that cassette – yes, cassette – over and over, until it became the internal soundtrack of my life. The real joy, however, came when I finally saw the film. The experience was nothing short of amazing. Every scene was magical. I was as though someone had poured each scene into my soul, and it moved me to tears.
That soundtrack sparked a love of movie and game soundtracks that has lasted until this day. When the music has been internalized, the emotion experience for playing the game is amplified dramatically.
I encourage you to go out and purchase the soundtrack to a film (or game) before you watch it. Listen to the music continuously for a few weeks first. See how it changes your experience.