hey all, I haven't ever ridden before but my bike's on the way

Anyway, I know it's illegal to wear headphones while driving but I was wondering about cycling. Would you even feel safe with them? I know cyclists have to act like a driver in that they need to abide by all the usual driving laws, I just would prefer to have 1 ear phone in and listen to some music.
Anybody listen to some tunes while riding?