I've heard a few people say this, and I'll have to admit I was a little surprised. I know I'm lousy at gymnastics, dancing and not running into corners, but music? <blink>
If you believe INFJs have lousy musical taste, I'd love to first hear what you define as "bad music", and then, explain what it is about INFJ-ness that predisposes us to being musically backward.
Then, if I'm not totally intimidated, and if you'd indulge my vanity, I'll state what music I love, and you can let me know if it's something I shouldn't talk about at a party. Go!