Being able to understand the dialogue in "Friends" is a great objective. If, however, it is discouraging to you because it is too difficult, I would recommend that you listen to something that is expositive in nature - one person speaking in a way where they are trying to be understood. There are many internet sources (TED talks, YouTube channels, podcasts) of that type which will expose you to the sounds of English. You can even slow them down while listening if necessary. Personally I wouldn't recommend writing anything. Natives learn languages without reading/writing. You can add that later if you need it. Find something at a level that you enjoy listening to and do it as much as possible.

Thank both of you and your answers. I think I just need to hang on and wish to get improve in the future. It's time to sleep in my hometown, goodnight!

Since I graduated from university 10 years ago, I have only used English a few times. So, I thought I should make some changes. Object one: understand the English movies without titles; Object two: improve my ability to speak English. In order to achieve the objects, I started listening and writing (dictating?) the TV show “Friends” three months ago and practiced almost every day. But now I feel depressed because the characters in the TV play are still speaking too fast to understand. I don’t know, was I wasting my time? So, this is the question: is the way I am learning English correct or effective? By the way, I’m living in a small city of China and don’t have the environment or friends to use English. And if there are mistakes in my expressions, please point out, it will be helpful to me. (edits included above. I tried to make the edits in color, but it didn't transfer. You're writing is very good!) TV has very fast dialogue. Have you tried listening to only a very small portion and practice repeating phrases after them?

Don't worry, learning a lanugage well takes time and you should never feel down (depressed) by your progress. Focus on the postives, how much you have progressed and never focus on the negatives. There are many different ways to learn English and by watching movies and series you will learn a lot and develop your listening skills. Your writing seems very good. Speaking is where it's more difficult to practice though. If you need help improving your speaking skills please book a lesson. I specialize in developing speaking skills.