Awesome you’re trying something new! A few things I’d recommend- check with the orchestra and see if they do pre-concert lectures. Most larger orchestras do these. A good chunk of these will play motifs and excerpts so you have some context when you hear the whole piece. That can be great if you’re new as you’ll then be able to pick out the important parts and then hear how melodies get thrown around and transformed across a piece.
Pick one instrument / person in your sight line and adopt them for the performance. This is great for critical listening, particularly if you’re not familiar with the instrument. Why is that good? You’ll generally find it’s like developing a new muscle- when you go home you’ll be able to pick and isolate that instrument on classical recordings when you get home. Then if you go back to another concert you can adopt another instrument and build more musical muscles.
Those are some quick tips. As a musical omnivore myself no musical genre is boring- it’s just a matter of learning to speak a new dialect and learning what each brings to the table, and ends up giving you a new experience to enrich your home genre.