This article lays out
sound reasons to listen to an album in its original order rather than shuffling the songs.
Reasons why people do shuffle may include:
* to avoid boredom after listening to the album many times
* to create a playlist of favorite songs because not everything on the album is good
* to provoke new understanding of connections between non-adjacent songs
My suggestion: listen to a new album front to back at least once. If you like it, keep doing that. If not, then you can start cherry-picking. I've had plenty where I liked one section more than others and would just play those parts.