Right, I've no idea where you're at with your device so I'll just give you some pointers. If you already know or have done these things, just ignore me.
Firstly, on your main screen go into settings, scroll down to display, check that you have Brightness set at 100%. Use the back arrow repeatedly to take you back to the main screen.
Touch the Volume icon, check that the sound is not muted by touching the speaker icon - it's orange when muted. Next, touch the spanner icon and check your volume levels for the different outputs - for the purpose of this check, put them all at 100% volume and set on Button Sounds.
Step back to your main screen. Select the Apps icon, scroll down to Media Player, select that icon. Now select the top left icon - it's a wee picture of 3.5mm audio plugs - select MP3 then be sure to press the Save button. You'll notice you can now select the Speaker icon from within the Media Player to set your volumes as you require them.
At this point I'm not sure how the Media Player finds your files. Mine already knows where they are and I can't remember what I did first time around. It might just do it, or perhaps you need to use the Browse feature on the Media Player screen. Possibly go out of the Media Player app and next time you run it it'll find you music, you might even have to restart the navigator so it reads all your new settings. Give it a go and report back.