Your listening skills will improve as you learn.

Yup. In fact, the process of learning a new language starts with listening (most of the time). You can start however you want, but it is recommended to start with listening. Of course, the first little while you won't understand a thing, but as you keep listening, you'll begin to hear small words, and then phrases and then almost overnight you will begin to understand. At this point, you can begin to try and read the words, and finally to write them. Because you must listen so hard, you will naturally develop and improve your listening skills. BONUS!