I agree, music has influenced my life a lot as well. It's amazing how different factors affect different aspects of our existence. They all serve a different purpose from one another.
The Fargo series borrows heavily from the movie, but its unique visual style sets it apart. Music is used heavily there, so I'm sure you'll appreciate that aspect. It's an anthology, so every season's a whole new story, but the writers pack in a lot of references/fun easter eggs so it's better to watch it sequentially.
From the perspective of creativity (which is what am mostly pursuing here) I think music is inherently important. Of course its value extends way out from just being for the creative minds. So yes, music is a wonderful avenue for exploring parts of our lives and the significance.