Agree with the above posts. A good example of what compression sounds like would be if you listen to a classical FM station on your tuner for a big orchestral piece like a Mahler symphony. At the climaxes where the whole orchestra is playing full blast, you'll notice how the volume drops dramatically. For a contemporary pop recording, as a general rule that won't happen because the recording itself has had its dynamic range compressed, so the difference between loud and soft parts is minimal.
