I think the best way to explain this one is through a series of quotes (and a good song at the end).
"Music is, to me, proof of the existence of God. It is so extraordinarily full of magic, and in tough times of my life I can listen to music and it makes such a difference." - Kurt Vonnegut, Jr.
"Without music, life would be a mistake." - Friedrich Nietzsche, Twilight of the Idols
"Song opens a window to the secret places of the soul." - Habad
"He who sings frightens away his ills." - Miguel de Cervantes, Don Quixote
"God sent his Singers upon the earth
With songs of sadness and of mirth,
That they might touch the hearts of men,
And bring them back to heaven again." - Henry Wadsworth Longfellow, The Singers
"In the darkness something was happening at last. A voice had begun to sing. It was very far away and Digory found it hard to decide from what direction it was coming. Sometimes it seemed to come from all directions at once. Sometimes he almost thought it was coming out of the earth beneath them. Its lower notes were deep enough to be the voice of the earth herself. There were no words. There was hardly even a tune. But it was, beyond comparison, the most beautiful noise he had ever heard. It was so beautiful he could hardly bear it." - C.S. Lewis, The Magician's Nephew
"There was Eru, the One, who in Arda is called Ilúvatar; and he made first the Ainur, the Holy Ones, that were the offspring of his thought, and they were with him before aught else was made. And he spoke to them, propounding to them themes of music; and they sang before him, and he was glad. For a long while they sang only each alone, or but few together, while the rest hearkened; for each comprehended only that part of the mind of Ilúvatar from which he came, and in the understanding of their brethren they grew but slowly. Yet ever as they listened they came to deeper understanding, and increased in unison and harmony. And it came to pass that Ilúvatar called together all the Ainur and declared to them a mighty theme, unfolding to them things greater and more wonderful than he had yet revealed; and the glory of its beginning and the splendour of its end amazed the Ainur, so that they bowed before Ilúvatar and were silent. Then Ilúvatar said to them: 'Of the theme that I have declared to you, I will now that ye make in harmony together a Great Music. And since I have kindled you with the Flame Imperishable, ye shall show forth your powers in adorning this theme, each with his own thoughts and devices, if he will. But I will sit and hearken, and be glad that through you great beauty has been wakened into song." J.R.R. Tolkien, The Silmarillion