In real life you would not get all the words too. One of the listening skills is to get the main line of the conversation also when you do not understand all the words.

Hi Mostafa, 

I think that if it is early in the learning process and someone is a beginner in the langauge then it is important to use subtitles to see and hear the new words to build vocabulary. Once someone has become more comfortable with the structure of the langauge and is at an intermediate/advanced level they can turn the subtitles off. Sometimes, I like to watch a video once with subtitles and then again without subtitles. 

I agree with Derek. We are all and different places in our understanding of our target language. If you can understand with no subtitles, use no subtitles. If you need subtitles in the target language to understand, use target language subtitles. If you can only understand with subtitles in your native language, use native language subtitles. Subtitles are like the training wheels on a bicycle. You should use them for as long as you need them and no longer, but there is nothing wrong with using them if you need them.

My target language is Chinese so I use Chinese subtitles 100% of the time. I am practicing listening, but also practicing to recognize hanzi. I use Chinese and English subtitles together about 90% of the time because I have such a low level that I need my native language subtitles except when watching a very basic video for children or when I am watching a video I have seen many times.

*we are all at

I think that you should keep the subtitles off. If you don't understand, just keep replaying whatever you're listening to. If you know how to conjugate most verbs and you know most adjectives, then you shouldn't have a problem with this.