If you hear some music and don’t know what it is, figure it out immediately. The next time you hear the same chord progression, melodic structure, or rhythm, you’ll probably know what it is. It’s usually as simple as that, and not unlike looking up a word you don’t know in the dictionary.
Always be training your ears. Listen with an instrument or tuning fork nearby. Figure out what you’re hearing. And if you can’t do it in the moment, because you don’t have the right tools or whatever, make a note and remember to figure it out later.
If you can identify the skills you want and take action to acquire them, then you’ll improve.
Or, just let go and listen for fun without trying to deconstruct anything. We often forget to do that.