There's an old saying that goes "repetition is the mother of all learning." Here's a strategy for developing your listening skills that I always recommend to my students:
Find a movie or series that you like so much that you can watch it over and over. Watch it one time in your native language or in English with subtitles in your native language. Then start watching it in English with the subtitles in English. After you've seen it a few times, start watching it without subtitles.