One of my favorite things is learning things in one place, and then listening for them and recognizing them somewhere else. Almost everyday, I've watched part of the series All About My Siblings (with subtitles)...that's about 11 hours of authentic Japanese speech over the past month...for a beginning learner. Because of this habit, I'm getting used to the rhythm and speed of real Japanese. Hearing the language is already less intimidating, and I can often catch things that I've seen/heard in JapanesePod101, The Best Japanese Lesson in the Galaxy, or Marugoto.
I also think it's good practice to listen and just pick out the particles...even when I don't know the meaning of them, or the things around them. With this strategy, I am mentally carving up sentences into recognizable pieces (as opposed to a long string of syllables). It's doesn't help my understanding now, but later, when I have a stronger vocabulary base, I'll have a thought-habit that helps me process quick-fire speech into comprehensible ideas.
Finally, I really enjoy figuring things out when I'm watching Japanese TV. This is easiest when there's a fixed, isolated expression in a memorable situation. For example, I first heard おめでとう in a scene right after Asa-nii and his wife had a baby. But most speech on a TV drama isn't that cut and dry. So, I try to match up what I'm hearing with the subtitles...but I've found that the differences in word order between Japanese and English make that more difficult. So instead of trying to figure out the meaning of EVERYTHING, I focus on the verbs. I quickly look at the verb in the English subtitle, and then listen for the last word in a Japanese sentence, which will likely be a verb. It doesn't apply to every scene, but it works often enough to be valuable.
This first month has been messy, but a really good start to my studies. During the next month, my goal is to actually use Japanese in real conversations more often. I've had opportunities to use Japanese during the first month, but here's my typical hurdle: I freeze up in the moment. I know I learned something useful for this conversation, but when I'm staring at someone waiting for me to speak, I simply can't remember the things I learned. And s soon as we part, then I remember all those things I could've said. So, yes, my goal is to get over this block.