Lynyrd Skynyrd was playing while we left.
Why would you leave during that set?
I didn't like it, it was a horrible sound and so loud.
In general, it can be rude to leave in the middle of a concert while someone is playing music. But if you really disliked the music and found it too loud for you, leaving is your right. You shouldn't stay and listen to something you hate.
There's another concert I wanted to go to anyways. So, I'm just gonna go to that concert and drink until I'm dead.
Drinking a lot of alcohol can be extremely dangerous. It's important to drink responsibly so that you don't suffer alcohol poisoning. It's fine to have a drink or two while enjoying the concert, but don't go overboard. If you're having suicidal thoughts, you should contact a doctor immediately so you can get help for those feelings.