I'm sure you've heard of Pavlov's dogs. If you have, skip this bit. If you haven't, here's a really quick and oversimplified explanation. A guy called Ivan Pavlov got some dogs for a Psych experiment. When a dog—or almost any other mammal—is getting ready to eat, it makes a lot of extra saliva. Pavlov would ring a bell every time the dogs were presented with food, and eventually, just ringing the bell would cause them to salivate, even without food. The noise of the bell had become so strongly associated with the presence of food that the brain no longer needed actual food to trigger the reaction.
When you wake up, you're exhausted, confused, and sometimes slightly nauseous. These feelings are likely to trigger an emotional reaction, making you grumpy, irritable, and easily frustrated by simple tasks.
If the first thing you hear when you wake up is your favorite song, you might think it would brighten your morning. You'd be wrong. Instead, like Pavlov's dogs, you will very quickly begin to associate your favorite song with the feelings of exhaustion, confusion, and slight nausea you experience upon waking up. Soon enough, your brain won't need the actual nausea, confusion, or exhaustion to trigger irritability. Your favorite song will be enough. It can sometimes be very difficult to get rid of the link.
If you want to set a piece of music as your alarm, be prepared to despise it.