Well you probably won't be able to comprehend what they say without understanding what the words mean first. The first step is to learn basic Spanish vocabulary and grammar. As stated by others, flashcards can be an effective way to learn the vocabulary. The grammar is a bit tougher, so it should be learned out of a textbook or from a class. Of course, don't just immerse yourself in all the Spanish vocabulary and grammar. Start integrating essays, listening activities, and speaking exercises because these will truly help you learn conversational Spanish. All the while, keep adding new vocabulary words and grammar concepts to strengthen what you already know. This should create a fairly solid foundation. Once you have a strong foundation of basic vocabulary and grammar, you should be able to pick up a few words or two when you listen to Spanish radio or television. This should improve because you keep learning new words and grammar. Talk to Spanish-speaking friends in order to get a feel for what conversational Spanish sounds like. Make the distinction between formal and informal Spanish so that you understand which words to use in what situation. If you keep this routine consistently, your Spanish should become very good. Take that awesome Spanish you have learned to a foreign country! If you visit a Spanish-speaking country, you immerse yourself in an environment where there is a high demand for Spanish communication. This is the ultimate method to reach almost-native Spanish fluency. Don't be afraid to ask for the definition of words you don't know. Using these steps, you should be able to speak Spanish very well. Keep in mind vocabulary is not the only aspect you will need to learn. Although it is important, your ultimate goal is to understand Spanish in daily life. Thus, you must integrate yourself into all aspects of Spanish to enjoy the Spanish movies, books, radio, and television.