Each person likes different music.
Every person likes different music.
Both are correct, but I prefer "each" here.
Huddleston and Pullum (The Cambridge Grammar of the English Language) argue that "the distributive meaning is stronger with each than with every", so that the sentence "Every city in the region was destroyed by the earthquake" suggests that they were destroyed more or less simultaneously, while "Each city" suggests they were destroyed separately.
An answer on the ELU SE argued that "each is used for the individual person or item, and the focus is on the individual, not the group".
For similar reasons, Linguapress suggests that "each" is to be preferred where we are saying that each is different, while "every" is preferred where we're saying that every one is the same:
Every child was reading a book (similar action)
Each child was reading a different book (dissimilar action)
We often use the expression "Each to his own" or "Each to their own" to say that each person is entitled to their own tastes or preferences.
One learns the thing that he is interested in.
This is correct, although BrE requires that the pronoun "one" must be used for subsequent references, i.e.
One learns the thing that one is interested in.
The following is also correct:
A person learns the thing that he is interested in.
although many would prefer to say "they" rather than "he", to be gender-neutral.
You could also write "what" instead of "the thing that": "A person learns what they are interested in".