A great way to get started IMO is to listing to Command Performance. During WWII, all of Hollywood came together to put together radio shows that were recorded and send to radio stations throughout the world. They were a combination of Hollywood stars, comics and great musicians coming together - here’s a link to over 200 episodes - https://archive.org/details/command-performance-1948-12-25-xx-christmas-1948

You bet your life with Groucho Marx is great - https://archive.org/details/you-bet-your-life-1952-02-20-160-secret-word-heart

Old Time Radio (OTR) - amazing to learn history by listening to the radio programs of the day