This paper is an exploration of how we do things with music—that is, the way that we use music as an esthetic technology to enact micro-practices of emotion regulation, communicative expression, identity construction, and interpersonal coordination that drive core aspects of our emotional and social existence. The main thesis is: from birth, music is directly perceived as an affordance-laden structure. Music, I argue, affords a sonic world, an exploratory space or nested acoustic environment that further affords possibilities for, among other things, (1) emotion regulation and (2) social coordination. When we do things with music, we are engaged in the work of creating and cultivating the self, as well as creating and cultivating a shared world that we inhabit with others. I develop this thesis by first introducing the notion of a musical affordance . Next, I look at how emotional affordances in music are exploited to construct and regulate emotions. I summon empirical research on neonate music therapy to argue that this is something we emerge from the womb knowing how to do. I then look at social affordances in music, arguing that joint attention to social affordances in music alters how music is both perceived and appropriated by joint attenders within social listening contexts. In support, I describe the experience of listening to and engaging with music in a live concert setting. Thinking of music as an affordance-laden structure thus reaffirms the crucial role that music plays in constructing and regulating emotional and social experiences in everyday life.