It's a simple language learning principle, but many people overlook it for some reason: If you want to learn to speak a language, you must hear it a great deal to become fluent. Babies and toddlers spend quite awhile listening and absorbing sounds before they become natural to them. Why shouldn't we—especially since we may not have any choice in the matter. To wit: During my first year living in China, I couldn't get a decent Chinese sentence to come out fluently for nearly six months...and I was trying hard. And then one day my brain seemed to say, "OK, that's enough input; let's start talking, Baby!" (My brain is kind of weird that way.)
If you can't go live where Mandarin is spoken natively, you might start your listening practice by watching Mandarin language films that are subtitled in your native language.
I've provided a decent starter list for you just below.