From the Super Mario Wiki
Candy's Headphones, or simply Headphones, are blue headphone objects that appear in Donkey Kong 64. If a Kong walks into one of Candy's Headphones, their instrument's energy gets fully restored. Candy's Headphones are an alternative for the Kongs over visiting Candy's Music Shop, where Candy Kong refills their supply if they are low. Candy's Headphones only begin to appear in the levels after a Kong has purchased their musical instrument from Candy's Music Shop. Candy's Headphones have unlimited use, meaning that the Kongs can walk into them as many times as needed.
Candy's Headphones appear in most levels, usually in one with a Music Pad. Jungle Japes and Hideout Helm are the only two levels without any of Candy's Headphones. Fungi Forest is the only level to feature the headphones but not Candy's Music Shop.