I used to think some of these things as well, though the one thing that debunked the 'Underground Railroad' thing for me was reading a book about Harriet Tubman back when I was in third grade. Sadly there were no trains involved. I though the idea of using the term 'underground railroad' was a strange way of calling a network that only occaisionally used trains to be quite perplexing, though I learned that euphemisms like this were quite common.
As far as concerts are concerned, I never really had issues with them due to the fact that my uncle was a rather well known local musician in southern/central Maine. --I remember being down in the basement of my pepere's house when my uncle was practicing with the bands that he was in, so I pretty after the initial shock of being exposed to loud music wore off, I grew to like the feeling of loud amplifiers vibrating my body.
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When There's No There to get to, I'm so There!