General Music/Headphone Help
The Music app on iOS can be confusing. For some conceptual help see this page at Apple Support. I find it easier to create Playlists (either on my Phone, or better yet, in iTunes on my Mac,) and and use them instead of playing the entire library.

Here's some guidance from Apple:

Play your music

If you want to listen to an artist's entire collection of music that you've saved to your library, find the artist in Library > Artists. Tap Shuffle All  to play all of their music.

Create a playlist

You can create playlists to listen to or share with friends. From the Library tab, tap Playlists, then New Playlist. Fill in details for your playlist, such as the title and description, then add music. If you like, you can also add an image. When you're happy with your playlist, tap Done in the upper-right corner.
If you don't see Playlists under Library, tap Edit in the upper-right corner, then tap Playlists to turn it on. Tap Done to return to Library.

Up Next, Shuffle, and Repeat

Also on the Now Playing screen, you can rewind, pause, or fast forward a song, control the volume, read song lyrics, and more.

Swipe up on Now Playing to show your Up Next queue, which lists all of the songs that you’ve selected for playback.

Drag songs with  to rearrange the order, or swipe left to remove a song that you’d like to skip.

Tap  Shuffle to shuffle the songs in a playlist or album.

Tap  Repeat once to play an entire playlist or album on repeat or twice to repeat one song.

Tap  a third time to clear the repeat.