If you have special feelings for him, you can reply: "This song is very touching and makes me feel your heart. Thank you for sharing this song with me. "
If you have no special feelings for him, you can reply to him: "This song is very nice and I like it very much. Thank you for sharing. "
If you are hesitant about him, you can reply to him: "This song is beautiful, and I will savor the emotion in it."
In short, the content of the reply can be adjusted according to your feelings and understanding of the song.