Many students play music without really understanding the meaning or history behind the written piece. Music and literary works have their own story and history behind them. Many composers wrote music and were inspired by the conditions and situations of the times.
If you studied the progress of music and how it evolved into the genres we know, example; Baroque, Classical, Romantic and Contemporary, you will find that each genre evolved around the historical, social and economic situations. By understanding the music you are playing; the conditions of which it was written, the characteristic traits of the composer, you will be better able to portray the music and tell the story to the audience from the composer's view. To be able to evoke the story to the audience without written words is the most challenging for any musician.
I encourage you to research a little about the next piece of music you are about to learn. It will definitely be an educational and eye opening experience. To be able to convince your audience and allow them to enjoy the music as the composer would want it is the ultimate goal and pride for any musician.