My dealer installed an AM/FM/CD in mine before delivery. It was a nice surprise, since the only thing said during negotiations for the tractor was "It comes with speakers, but doesn't come with a radio".
It is an REI brand (Radio Engineering Industries). I know, I never heard of it either

. But it seems to play fine and, after scanning through the stations, reception seems to be as good as the factory radio in my pick-up. He also installed a short (compared to most auto antennas) antenna on top of the cab. The little speakers sounded better than I thought. Note that I just got my tractor today, and I only listened a short while without the engine running. What little time I was actually using the tractor I turned off the radio, not wanting any distraction while getting used to an unfamiliar piece of equipment. But with the speakers right on each side of your head, it shouldn't be hard to hear it with the engine running.
I have not tried the CD player.
As far as the connections go, if no one answers your question about needing an adapter or not I can pull mine out and see how it hooked up. It should slide right out, the faceplate has the two holes on each side for the release forks, and they left them in the bag with the instruction book.
The instruction manual that came with it shows a diagram of the rear connections and what each wires function is, but I haven't messed with car audio in so long, I am not sure what is standard. The picture shows an A and B section on the socket, one above the other, each with 8 connectors. They are labeled for 4 speakers. A smaller 4 conductor socket is for the power wires. Does that sound like the plug in your tractor? Is there two separate plugs, or just one?
Also, in my toolbox, behind the seat, was a short harness with stripped wires on one end and a molded connector on the other. Not sure what it is for, I don't remember the configuration of the connector. Any ideas what it is for?