Headphones are absolutely fine. I tend to crank music and have 0 loss in hearing over the last 10 years (we get annual hearing tests at work for OSHA). I do have a significant hearing loss in one ear but that is genetics and hasn’t gotten worse in 3 decades of using headphones.

Just don’t turn it up so loud it hurts, and once you find an initial good volume don’t turn it up later. You acclimate to the sound level so it seems quieter.