If you are hearing a piece for the first time you are primarily appreciating the composition: the composer, the notes that you hear, and your reactions to them. There’s a difference between the composition and the performance of that composition. Some argue that the “perfect” performance exists in idea only. Each performer has dedicated their entire life to performing, and days or weeks or months to perform this piece. If you come and hear the music for the first time, then you are foregoing much of what makes that performance unique.
This is obvious in opera where it’s easy to see the differences between productions, but at a purely musical event, you may not even know what’s possible until they do something different than what you’re used to hearing on the recording. When you’re unfamiliar with a piece, all performances are broadly the same. It’s in familiarity and attention to nuances that you can witness grace, inspiration, or the myriad decisions taken. Sometimes it’s only in comparison that we can see the beauty of a choice, so you must prepare to compare.