From the Super Mario Wiki
Candy's Headphones are objects from the game Donkey Kong 64. If a Kong touches them, the energy for his or her instrument will be fully replenished. The headphones provide unlimited energy and are never used up. After any Kong learns his or her musical attack, headphones start appearing. They are often found in areas with Music Pads. These are useful without the need to go into Candy's Music Shop. They are found in every level, except for Jungle Japes and Hideout Helm. Ironically, Fungi Forest is the only level the headphones appear in without Candy's Music Shop in it, when they are usually found in levels with Candy's Music Shop.