The first ten downloads are easy to manage. The first thousand are not. A tiny bit of structure early on keeps your collection usable, so you never have to scroll through a wall of files called "new song" again.
One folder per artist
The simplest structure that scales is a folder for each artist and an album or playlist subfolder inside it. Even a rough split by genre works, as long as you can guess where a track lives without searching.
A naming pattern that sorts
Name files so they sort the way you think. A pattern like Artist - Title.mp3 keeps everything in order, while a track number in front, such as 01 - Title.mp3, preserves album sequence.
Use tags, not just filenames
Most players read the tags stored inside the file, not the filename — tags and metadata decide what you actually see. Filling in the artist, title, and album tags means the right information shows up on every device, even if the file gets renamed.
Playlists are for listening, folders are for storage
Use playlists for the moods and mixes you play often, but keep the actual files in folders. That way a playlist can be rebuilt from your library at any time without moving anything around.
A ten-minute tidy
Once in a while, open the Downloads folder and move new files into their proper places, fix any obvious name mistakes, and delete the duplicates — the same routine a desktop workflow encourages. Ten minutes of upkeep keeps the whole library pleasant to use.