My new system.. Musical Fidelity/Consonace/Omega

I'm new to top notch hi fi and I just bought A Musical Fidelity 308cd upsampling cd player.
I hooked it up to my Consonace 300B Tube amp which I picked up on Agon and new Omega 3R speakers. Louis does a beautiful job on these speakers and they look and sound great. IC's and speaker cables are from Hudson Audio.
Being a newbie, things like soundstage and such are not something I feel confident talking about, however I did some "comparison" listens with different music, using the MF and my previous low end Sony cd player of years ago.
To my ears there is no difference. Am I missing something?
Is this Tube amp somehow incapable of passing through what the MF is puttin' out?
The speakers are probably not fully broken in but the sound from either cd player sure sounds beautiful.
I'm just wondering if I made a "sound" choice or not in going all the way with a really high end CD Player in this system.
Thoughts?
Many thanks,
Matt