If you search the lyrics up on google you can follow along easier.  If you can't find them online, just ask.  Also, don't be afraid to ask an English speaker or another person who is learning English for help.  They'd probably be happy to help you. ^^
And what Narcissunkun said was right.  Songs from those genres/styles have easier lyrics which are probably better to start off with.

i think when u are litening u have to change right song ... if u listen hard music u cant hear anywords it can be too comlicate for u..but if u listen right songs u will iprove urself and u can turn to other hard songs:)

yep~ by the way
we should begin from indie,country or fresh style songs cuz they usually easy
it will make you have more interest and more confidence

but if your english is quite good~
you can try the hip-hop pop rap
cuz they always very fast and have hardness
but they are more pop~
you can learn many fresh english then you can be the english genius~

my advice~

to me, i often try my best to figure out every words with my ear,and then i will understand the meaning of the song.The next,i will sing it aloud.

That must be a common problem of  new English learners.
We cannot hear them clearly as we are not able to follow those words.