I won't tell you what to look for or how to feel when you read Alice Munro. If you've never encountered her before, The Moons of Jupiter is the best place to start, early Munro at the height of her evocative powers. Don't turn to the Selected Stories first. Each of Munro's books is a suite of stories, interlocking in themes and often in characters, on the model of a sonata, a suite of musical movements. The experience of reading the whole suite is more powerful than the sum of the separate stories. Perhaps the story-suite is the successor to the floundering form of the modern novel.
By the way, Munro is admittedly a woman writng about women for women to read, but I'm an outdoors guy, a baseball fan, a weight-lifter, and at least until my son was born something of a rascal, despite all of which I rank Alice Munro very high among my favorite fiction writers.