I had a panasonic tape player that worked fine out of my Alfa 146. I
replaced it with a Sony CD player which worked fine in my previous two
cars. Now I've got a CD player that works half of the time, it
intermitantly cuts in and out randomly.

Sometimes other eletrical equipment will affect it e.g. using the
electric windows, indicators, headlights will cause it to cut out,
sometimes it will not! Some items seem to never effect it such as the
blower.

I've tried measuring the Voltage from the live feeds. Got about 12.5V
from both with the ignition off. I know feck all about electrics so I'm
only hoping this is correct. I'm thinking maybe I have either

a: b*ollxed up my CD player at some point

or

b: have a dodgy earth somewhere.

I have no idea of how to proceed, please help because this is driving
me insane!

I don't have another spare car or radio to test it with either sadly.