The most important thing is to continue listening even if you do not understand everything they say.
In addition to vocabulary you also learn important things like the rhythm and intonation of the language.
If you find subtitles in English, watch with subtitles turned on. The words are not always the same, but if they are different you will still be able to understand the content of the show.
I have a lot of experience with this method, so feel free to contact me with more questions.
Hope this helps. Thanks!