A really great way to improve your Spanish listening comprehension skills is by listening to Spanish music. The goal, however, is to be able to listen to it and write out the song lyrics in Spanish. This may take some time, and you may become frustrated as you listen to the same part a million times over and still can’t distinguish the word. But keep at it. Start with slower songs, songs in which the pronunciation is much clearer and where it is easier to distinguish the words.
This Spanish listening comprehension drill will really help you improve your listening abilities, especially when it comes to speaking with native Spanish speakers. And in turn, you will learn Spanish much more quickly!
Good luck and please let me know if this helps!