I mostly do extensive listening. I listen to audios or songs in the language all of the time. When doing chores, driving, buying groceries, exercising, etc. I listen to a podcast or music in the language. Keep listening even if you do not understand everything (or anything). Keep listening even if it is passive listening. If you do this, you should notice an improvement in your listening abilities after a few months. It will help with your pronunciation too.

Sometimes I do intensive listening, where I go on Youtube or Netflix, find a video with subtitles that exactly match what is being said and try to repeat everything exactly like the speaker, understand all of the grammar, words and expressions used. But this is more time consuming and labor intensive so I do not do it very often.

When taking conversation classes in the language, ask your tutor or teacher to repeat if you do not understand something.