This is a great tip, thank you!
I find the best museums and exhibits help you get into this mindset; I'm reminded of an exhibit I saw at the Tate Modern about Picasso in 1932. It provided not only the context to his art, but to him as a person. I was able to better understand how his art was shifting at the time due to the nature of the world around him and his personal relationships. It really allowed me to see the artist through the art and the art in its context. https://www.tate.org.uk/whats-on/tate-modern/exhibition/ey-e...
I hope that I can take this idea to domains outside of art as well; considering the context of everything we encounter is important for a better understanding of our shared world.