If it's already got a headphone out, then putting it through a headphone amp is going to distort the hell out of it. (putting one amp on top of another)
You may be able to get it louder, but the distortion could do major damage to your hearing and headphones.

If you can use a computer, load up a cheap MIDI recording application that has a click track. Take the output through an external amp (like a cheapo radio shack 30 watt) with a pair of headphones. Then you can select a midi note that's clear and easier to hear, or put it through either an external keyboard or VSt instrument and use a sound that's easier to hear over the instruments.

You could also go a step further and use MIDI to program keyboard parts and patch changes on your guitar's multi-effects unit.