How does one "Get lost in the music"?

It's far more about the right music than the right system or room. I used to get lost listening to my dad's portable stereo. Pet Sounds and Sgt. Pepper's often did the trick.

I totally agree--for me it has nothing to do with the system. The composition/performance interaction is the thing

Alonski, maybe it's an age/era thing. I used to go to another world hearing music on a mono AM car radio before there were 8-tracks or cassettes.

I've heard Eric Clapton say that his studio recordings never have the magic of his 4-track cassette demos.

Mapman--earbuds? I haven't heard any good ones yet, but an iPod will power some decent headphones.
Alonksi, I presume you meant to type 1961? By 1971 stereo was in full swing and even home cassette decks were starting to appear. The Beatles, who had gone full circle from hard left/right pan mixes to nice soundstage presentations, were defunct. It had all been done by then.

Mapman, I enjoy your posts and generally agree but not this time. I heard the beginning of a Lou Reed track on the radio in my van this morning (standard issue Toyota sound system) and really wanted to hear it to the end. It made no difference that it was a car system. If the dogs had not been antsy for their walk I would have stayed for the whole tune.
FWIW I think it was called "Pale Blue Eyes." Please correct me if I'm wrong about that.