For one: headphones are a nonstarter for me. Even earbuds… I don't want anything attached to, hanging off of me. Speakers only.
But for me it's music playing in the background. Podcasts I have to listen to, background music just… goes—my thoughts are free to wander.
I find that when the music is not on, I start up a song in my head—and usually an annoying one for some reason—and it will be on an endless loop until I put on something external.