Before you train your listening comprehension, it is helpful to first decide on which kind of listening you will use:
Listening for gist: You try to understand the main topic and/or key claim
Selective listening: You try to find out specific bits of information
Listening for detail: You try to comprehend as much detail as possible
Try to listen as actively as possible, as often as possible, by doing the following:
Take note of the most important key words
Answer the W-Questions: Who? What? When? Where? Why?
Write down unknown vocabulary, so you can look it up afterwards
Deep dive into the second language as often as possible. It is scientifically proven that you can improve your listening skills basically without effort by regularly taking a "language bath." Tandem partner, movies, TV shows, music, audio books, or YouTube videos will provide refreshing German bath water!
Try to find a tandem partner with whom you are at ease and able to talk to regularly. This will improve your listening skills naturally and automatically. Ideally, your tandem partner should be a native speaker, who also wants to learn your first language. That way, you can take turns and will be able to motivate and support each other.
Movies & TV Series
Movies and TV shows offer great opportunities to develop an ear for the sounds and intonation of another language. Moreover, the facial expressions and gestures of the actors facilitate understanding, and you are exposed to different dialects and accents. If it is an option, make sure to switch on subtitles in your second language.
The combination of melody and language that you experience when listening to music makes it especially easy for you to memorize new words and phrases. If possible, read the lyrics while you listen to the song. Be careful to choose songs that have extensive and complex lyrics – techno and classical music will probably not be very educational!
Radio Plays and Audio Books
Whether on a run, on the bike, or on the couch at home, radio plays and audio books are perfect for immersing yourself in a second language! It would be advisable to start with radio plays, as these will feature additional sounds and music, which will help you understand the plot better and might also be more motivating.
YouTube Videos & Podcasts
Whether you are a beginner or advanced language learner, there are tons of YouTube videos and podcasts online that will help you train your listening skills. Oftentimes, these are adapted to the needs of different learner levels and facilitate understanding with the help of subtitles, fill-in-the-blank texts, or quizzes.
The fastest and most efficient way of improving your listening comprehension is naturally being abroad. There are numerous companies that offer exchange programs, summer schools, and language study tours abroad. If that is not in your budget, you could simply go on a work&travel tour, which you can organize using websites like Helpx and Workaway.