Quoted from Gorgonzola:I've never played pinball with headphones before, is the purpose of the headphones so that you can hear the game audio in a noisy location? Or is it so you can play with the audio loud without disturbing others nearby (mechanical noises excluded)?
The first time is a bit freaky because, as Lorenzo said, you will start hearing call outs and audio clues you didn't even know were in the game.
And the biggest advantage is focus. Combined with noise canceling headphones it can be awesome.