At some point in the game (I believe around Chapter Four) Head to Dardola's Dining and talk to Dardola (the guy with the green hair). The Bell will ring and he will lose his memories. Hop in his head and complete the dungeon. After this, He will make the jukebox in his shop available and you can now listen to the music in the game!
After completing the game, there are two new dungeons available immediately.
Jobs are like Classes. You begin with the 'Natural' job and there are 9 others to get during the game.