Generally avoid any albums with generic titles like "greatest hits", "best of", or "music for relaxation", etc, and look for albums that on the cover indicate the composer, the performers, and focus on specific works like "Brandenburg Concertos", or "Beethoven: The Late String Quartets, Op. 125-135".

My area of expertise is specifically Early Music (medieval, renaissance, and baroque periods mostly), and I can recommend some of the bigger labels that are great for these sub genres (as they feature a lot of "historically informed" ensembles with period accurate instruments): Naïve, Naxos, Harmonia Mundi, Accent, Teldec, Alpha Classics, and Alia Vox.

There are streaming apps that are designed for classical music, like Apple Classical. I use it a little for music discovery but I mainly use Apple Music because I had already built out a very extensive chronologically ordered folder and playlist structure to navigate all the classical music in my library (plus Apple Classical doesn't have a desktop version which is a shame).