This doesn't mean neglect your favorite composer or compositions. But especially as a performer, figure out which soloists, orchestras, ensembles, and conductors resonate with you the most, and follow their careers. It's a rewarding way of being a fan. I'm certainly not a connoisseur of the baroque and classical trumpet/cornet literature, but I love Alison Balsom's phrasing, and I regularly listen to the 5 of her albums which I have. If you dig some living composers follow and support their careers. But the same way you can love Cole Porter, it's hard to follow what he's up to these days. I love Stravinsky, but he's not turning out too much new work since 1971.
In addition to being a more rewarding way of listening to classical music, if you are a performer, it helps you connect to the little decisions that make you unique rather than focusing on reinventing the wheel of music. If Glenn Gould and Vladimir Horowitz can have distinct recordings of Beethoven despite playing the same notes on nearly identical instruments. Do you really think you couldn't play the same blues lick as everyone else in a way no one else has if you were willing to dig into the weeds of articulation, time, and phrasing deep enough?