For people who are learning English the BBC Learning English website will be an enormous help. In particular, it has a lot of listening activities. Understanding spoken language is a difficult ability to learn. There are resources for people with low levels, intermediate levels, upper intermediate levels and for those with a higher level.
Much of the material available comes as full length courses, but these are broken up into individual parts, which can be studied separately. Students can choose what they feel most comfortable with. They can follow a full course right from the beginning or use the individual materials most appropriate to them.
Listening to people speaking in English is especially difficult for people in Spain because Spanish people do not hear spoken English in their everyday lives. The programmes on the television are in Spanish. The films at the cinema are in Spanish. Spanish people are not accustomed to listening to programmes and films in the original version with subtitles in Spanish and they do not like having to read the Spanish subtitles while trying to watch the film. So, it is not an everyday thing for people to hear English. This has an effect on their ability to understand when they listen to English.
The other problem people have when listening is that you get no information from the body language of the speaker. If you can only hear a person speaking you have to be able to understand the information that the speaker is giving on top of the words being said. People use word volume, word stress and tone and intonation to express what they want to say. This information is quite difficult to catch for non-native speakers of any language.
Try to listen to something everyday. A lot of the material is quite short, like the 6 Minute English. Gradually you will find your ability improving.