Listening is very important in learning languages. The first thing you did as a child was listen. You couldn't write or speak, so you listened. But as we grow up many of us lose the skill of listening. However: It is something you can improve on.
First of all: Learn to listen actively. You need to hear not only someone's words but, more importantly, try to understand the complete message behind the words. Here are some tips on improving your English skills:
1. Watching films, TV shows or videos is a good start.
2. If you enjoy reading, why not listen to some of your favourite books? Search the internet for it. You can even borrow some audio books from libraries.
3. Listen consciously to your favourite music and try to understand it. You can find the lyrics on the internet.