Somebody once said, "We hear a lot of things but we forget even more!" It is said that we actually forget 95% of what we hear within 3 days. This is why it is possible to go to church every week and still know very little. We forget.
When you go to church or to a Bible study group, prepare your heart. Tell Yahshua, "I want to be ready to hear from You."
There are things which might prevent us from properly listening to Yahweh. We might be afraid He will tell us to stop doing something we like. We might be proud, thinking we know better what is good for us. We might be angry because we feel things aren't going as we want. We might not actually want to hear. This is a tough one, because it requires a serious change of heart. Or maybe we are just too busy with all those things which are just so much more important than Yahweh! To improve our hearing, we need to deal with any such things and be open to whatever Yahweh wants to say.
As far as we are able, we need to rid ourselves of everything that Yahweh disapproves of. And we need to tell Yahweh of any bad things we have thought, said or done. We need also to be aware that, just sometimes, the preacher's only boring because we don't want to hear what he has to say!
This is a hugely practical step! When we write things down, we can refer to them later. If not, they can get lost in the deeper recesses of memory. A spiritual notebook can be a great asset. You can use it to note whatever you believe Yahweh is saying to you in meetings, prayer times and study groups. You will then be able to review it and pray through it.
Listening to Yahweh is not an end in itself! "Do not merely listen to the word, and so deceive yourselves. Do what it says." (James 1:22) This is the icing on the cake. Yahweh isn't going to ask you at the doors of heaven, "How many sermons did you sit through?" He expects to see some action based on our faith in His Son. Truth must transform us.