From my experience, as you progress you taste more. At first I only tasted walnuts, then I went through a phase where I tasted roasted coffee in a number of sticks, now I'm tasting leather. Every once in a while I pick up something else, but I really think it has a lot to do with your tastebuds getting "trained" to recognize flavors.
There is truth to this... I think there is a mix of training, experience, and natural ability (referring to taste buds/nasal receptors).
For example, how can you know if a cigar has cinnamon if you haven't had it before? You can replace cinnamon with anything. How can the smoke have notes of daisies if you don't know what daisies smell like?
I think to be able to tease flavors out - and this includes cigars, whisky, beer, wine, etc. - you have to try those individual flavors. Have you ever tried vanilla extract? Put a little bit on your tongue. Next time you have a rosado, maybe you'll pick out some of that vanilla.
I have a family member that has worked at a spice company for years - years ago, he would bring home fine ground seasonings (my favorite was fine grain habanero). I would put just a finger tip on my tongue. So, try things that are in the spice rack, try different types of nuts, try smelling a range of flowers, next time you're camping and sitting at the camp fire, chew on a piece of wood (i.e. like a small branch of a tree)... if you have the natural ability (which not everyone does in all fairness), before you know it, you'll be able to identify these different notes.