Groove is great when it works. Are you trying to stream from the service or OneDrive? If from OD, try deleting the playlist and creating it again. My music wouldn't play until I did that.I've given up on getting Groove Music to work.
Too bad it rarely fully works. Sometimes it skips so bad it goes through a 5 minute song in a minute and then repeats the last 15 seconds six times. They really need to fix the skipping and add a shuffle feature, every time you start the game the playlist starts from the beginning. Just did a fast paced off-road race while Waste of Skin by Children of Bodom was playing, what a rush.