Music either came from an AM radio station, or from records, 45s (seen above) or LPs (long-playing albums). You put the big spindle on the record player to fit the hole in the 45s (one song per side, one play-thru only), or you could put an adapter (see below) in the big hole. Otherwise if you left the big thick spindle off, you'd have the skinny spindle you'd need for the little hole in the LP.
Set the needle arm on the edge of the record. Once it played, the arm would automatically swing back, another record would drop down onto the turntable, on top of the other record, and the needle would set itself at the beginning edge again.
You could go a good 15 minutes of having listening pure enjoyment before you'd run out of records and either had to lift them up and re-stack them, or flip them over to listen to side B.