Whenever I am stressed, I listen to music. But, I had no idea that music actually is healthy for you and your body. Music improves memory, focus, and physical coordination and development. Music also relieves pain. When someone listens to music, they give off endorphins, which give a good feeling and these endorphins actually counteract with the pain. This explains why I feel the need to listen to music when I have a headache, even though it may not make total sense.