I've heard it from many.
Even I had said when I first started learning the language.
What can you do to improve your listening skills?
1.Watch movies, TV series with English subtitles.
2. Watch local and international news.
3. Use audiobook & its written version together.
4. Use Google to spell words/sentences.
5. Listen to songs and sing along with the lyrics.
6. Listen to podcasts.
7. Take listening exercises from the internet.