A decent pair of headphones (and also a decent set of monitors) are absolutely essential in order to get a good mix.

When I decided to get serious about mixing a few years ago I bought a set of Sennheiser HD 598SE open back phones, not the top of the line Sennheiser phones but right up there.

The difference compared to my old Sony phones was night and day, I could hear lots of things the Sony phones were missing and ended up remixing a few songs I had previously done with the Sony phones.

Basically I use a combination of the phones and my studio monitors (KRK Rockit 5) to mix, switching back and forth between them.

Not sure how they compare to the Koss phones you bought, I'm not familiar with them.