Since you are already on italki, you are probably already doing this, but the best way to improve at listening is to have lots of Japanese conversations with native speakers. Listening to media (audio/anime) that interests you is also fantastic, but when you engage in conversation you are forced to pay far more attention so that communication is successful. If you zone out half way through listening to a podcast, there are no major ramifications. But if you zone out during a conversation it will disrupt the entire interaction. This forces you to listen more attentively to this sort of input.

So as much as possible, surround yourself with Japanese speakers and try to use whatever Japanese you know to converse on as wide a range of topics as you can. Trying to understand their responses will be excellent listening practice. If you can't find Japanese people where you live, try to find people on italki who will ONLY speak to you in Japanese. It might be hard at first, but a good teacher should be able to use body language, pictures, internet links (e.g. to google images) and Japanese you DO know to explain the stuff that you don't understand (without resorting to English).

After spending a few hours speaking and listening in Japanese within conversation settings, you will feel your listening skills getting much better (and as a bonus, your speaking fluency will improve a lot too!). Good luck!

Try listening to something where you have a transcript of what's being said, or listen to phrases/sentences while looking at it written in Japanese, and repeat what's being said out loud every now and again after you listen to it.

Might not be as fun as watching anime or tv shows but it should help you to be able to pick up what's being said better, if you just listen to something with no idea what's being said it won't help much, you should listen to something where you know most of the vocab/ can follow with a transcript.

Hope that helps.

I loved both of your answers , you guys make a LOT of sense. Thanks for replying!