We've got books in the book thread, so I thought we needed it in music.
For me, two things come to mind. First is Ian Dury's Sex and Drugs and Rock and Roll. Not for the reasons you think (mind out of the gutter people). I had worked in a job I hated for 5 years, and used to go home at lunch to decompress and listen to music. One day I had on Ian Dury's Sex and D. and R. and R., and he says: "what a jolly bad show,if all you ever do - is business you don't like" "here's a little piece of advice, you're quite welcome, it is free. Don't do nothing that is cut-price, you know how that'll make you feel, they will try their tricky device, trap you with the ordinary, let yourself take a small bite - of the cake of liberty." So that did it and I started planning to quit my job and travel round Europe. Especially London as I was a die-hard Blockhead fan! Met my husband there, so thank you Ian, and Rest in Peace.
The other music which changed my life, was the Pretenders. A great deal of Pretenders. So many of her songs are about love which is inevitable, unavoidable, lustful and fated to make you miserable. I think it didn't put me in a good place with romance, as it sounded better when Chrissie sang it than it felt when I lived it. So good and bad there. Anyone else have Music Which Changed My Life (how cheesy!).