From a study by Brattico, Elvira, Pallesen, Karen Johanne, Varyagina, Olga, Bailey, Christopher, Anourova, Irina, Järvenpää, Miika, Eerola, Tuomas, and Tervaniemi, Mari:
At the level of the auditory cortex, musicians discriminate pitch changes more accurately than nonmusicians. However, it is not agreed upon how sound familiarity and musical expertise interact in the formation of pitch-change discrimination skills, that is, whether musicians possess musical pitch discrimination abilities that are generally more accurate than in nonmusicians or, alternatively, whether they may be distinguished from nonmusicians particularly with respect to the discrimination of nonprototypical sounds that do not play a reference role in Western tonal music. To resolve this, we used magnetoencephalography (MEG) to measure the change-related magnetic mismatch response (MMNm) in musicians and nonmusicians to two nonprototypical chords, a dissonant chord containing a highly unpleasant interval and a mistuned chord including a mistuned pitch, and a minor chord, all inserted in a context of major chords. Major and minor are the most frequently used chords in Western tonal music which both musicians and nonmusicians are most familiar with, whereas the other chords are more rarely encountered in tonal music. The MMNm was stronger in musicians than in nonmusicians in response to the dissonant and mistuned chords, whereas no group difference was found in the MMNm strength to minor chords. Correspondingly, the length of musical training correlated with the MMNm strength for the dissonant and mistuned chords only. Our findings provide evidence for superior automatic discrimination of nonprototypical chords in musicians. Most likely, this results from a highly sophisticated auditory system in musicians [emphasis added] allowing a more efficient discrimination of chords deviating from the conventional categories of tonal music.
There are several interesting things to note in this study. First is that musicians have a superior auditory system, which allows for finer discrimination. This, as we have seen, means that musicians are able to process speech and other sounds faster. Second, the level at which musicians are able to interpret sounds increases the longer they train, and the reaction to unexpected sounds is larger (musicians pay more attention to unexpected sounds).
Think about the role of unexpected sounds in your life, and how much you pay attention to them. Footsteps behind you, an odd noise the washing machine makes, and many other sounds make up a part of our daily lives, and we would all be better off for being more alert. Musical training will make you more aware of these sounds and your environment, and could play a large part in assuring your safety and peace of mind.