one of the world´s famous museum is "pergamom museum" in berlin. actually berlin has full of interesting museums, e.g "egyptian museum" is also very very good and those who interest in techology should visit "deutsche" museum in munich.
Try to read up on some of the work of the artists displayed at the museum so that when you actually visit your appreciation of what you see will be deeper. Look at the subject matter, the use of color and the play of light and dark. Ask yourself what you feel / think when you see the painting.