Excellent question.
If an artist used a stereo pair of microphones to record their music, wherever the were positioned is where they should appear. If we are talking about acoustic music, the guitar should come from one place, bass another, drums another. If it was recorded in a small room you should sense the walls, left, right, back, etc. That is the ideal setup.
But most recordings are made in a studio with 10 microphones on the drums, one or two stuck in front of each amplifier, and one for each horn etc. In this type of recording the mixing engineer can fiddle with the sound any way he likes. He uses “Pan pots”, controls on the mixing board to place each microphone input in the center, left, far left, right, far right etc. In this situation the soundstage can be anything the engineer wants it to be. Each drum and cymbal can be anywhere he or she wants it to be. And he can mess with it, moving the position of one or more sources in many possible ways.
This makes it difficult as each recording can have a different sound stage that can expand, collapse, whatever they wanted to do.
In my room, the soundstage becomes whatever it was engineered to be. In my room sounds come from specific locations, not limited to the size of my room. Walls no longer matter, the sound appears to come from outside the room often. I use special gear that allows this.
Speakers are a major deciding factor in how deep and wide your soundstage is. Some are much better than others at expressing this. Also, where you sit is important. Sitting close to the speakers, which is called nearfield listening allows the soundstage to be better perceived. Sitting back a way from the speakers can make the sound seem wider.
The problem with explaining what you should experience is there are endless variables to consider. The best way for you to learn about this is to hear other systems. Try to listen to a few hand picked songs and listen to them on different systems. Once you learn what is possible, folks can give you advice as to how to make improvements with your setup to enhance soundstage expression. It is something many of us focus on and there are some incredible DSP equipped gear that can absolutely enhance the sound stage experience.
Two hundred and fifty-thousand more words needed. LOL