If you're more of a "thinker", start at the beginning, learning about the roots of blues and ragtime, what life was like in New Orleans in 1900.. Then work your way forward, learning about how jazz evolved into more modern forms. It's a really fascinating story.
You could check out the Ken Burns documentary. I also really recommend this "coffee table" book, which really covers everything (in case you don't want to watch 20 hours of documentary about something you don't really care much about): http://www.amazon.com/Jazz-John-Fordham/dp/0751300500/ref=sr...
This approach will work for art, literature.. really anything..
Or try listening to "A Love Supreme" early in the morning before you leave the house. This time of year is a perfect time for it.
Or if it's raining, put on "Blue in Green" from Kind of Blue.