In the left rail, you should see "Recently Played" under "YOUR MUSIC". It's right under Browse and Radio. Click on the "Recently Played" link and it will show you all the playlists and artists to which you have been listening. If you're still listening to the playlist, you will see the speaker icon on top of the playlist cover art. If you're not longer listening to that "lit playlist with all the bangers," it should be one of the ones shown. Click on the playlists until you find the one for which you're looking.
though it appears that for playlists that change (eg 'Discover Weekly'), clicking the song's artwork does not bring up the version of the playlist that had the song, but rather only the latest version of the playlist.
Re: How do I find out what playlist I am listening to?
Works around 20% of the time at best on the desktop version. Considering how long Spotify has been going for it is a wonder that they still haven't sorted out half the issues that have bugged this platform since the onset.