I usually do:
1. Start a "song/artist radio" from one I like, listen to the artists I don't recognise.
2. When I find something interesting I add it to a playlist (my playlists are a bit thematic with genre/feeling, if it doesn't fit with any playlist I have an "inbox" one to sort later)
3. When I have collected a few songs (5-15) in a playlist, enable "enhance" and listen to the recommendations from artists I do not recognise (used to do it with "playlist radio" but it's been removed in favour of enhance/smart shuffle).
4. Rinse and repeat with other radios (artist radios for the new artists I found, song radio for some songs/tracks I gelled with).
Been doing that for many years, discovered a lot of music this way.